Market Risk

4 weeks ago


London, UK, United Kingdom Black Swan Group Full time

A leading commodities trading firm specialising in energy and metals is seeking a skilled Market Risk Analyst to join its risk management team.


Responsibilities:

  • Maintain and update risk monitoring reports across market, credit, and liquidity risks, leveraging expertise in Visual Basic (VBA) or Python.
  • Investigate and validate Profit and Loss (P&L), validate trade models, and configure forward pricing curves.
  • Design, execute, and analyze stress tests for liquidity, market, and credit risks.
  • Maintain and enhance the market risk VaR model, including conducting model backtesting.
  • Oversee the control and release of new trading products.


Requirements:

  • Prior experience in commodities from a trading house, brokerage, or investment bank.
  • Preferably experienced in the energy sector (oil, gas, power).
  • Familiarity with Openlink Endur is advantageous.
  • Strong technical skills in Python or VBA.


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