Market Risk Analyst
2 months ago
Our client is a leading commodities derivatives trading firm specializing in energy, base metals, and other critical markets. We are committed to excellence and innovation in our risk management practices and are looking for a talented Market Risk Analyst to join our dynamic team.
We are seeking a highly skilled Market Risk Analyst with expertise in commodities derivatives to enhance our clients risk management framework. The ideal candidate will be responsible for developing, analyzing, and reporting on risk metrics while implementing innovative tools and methodologies to capture potential risks in our portfolios.
Key Responsibilities:
• Prepare and present comprehensive risk reports and dashboards for various commodities, including energy and base metals.
• Develop and implement a robust stress testing framework, utilizing historical scenarios and hypothetical methodologies to assess potential risks.
• Automate reporting processes, including the creation of email generators and risk dashboards, using Python and VBA.
• Collaborate in the development and maintenance of an integrated risk portal for front office users.
• Conduct thorough testing and development of Value at Risk (VaR) metrics, utilizing tools such as PowerBI and SQL for reconciliation.
• Create advanced risk analysis tools to investigate VaR, positions, and P&L changes.
• Automate the download and processing of risk data from external sources via APIs.
• Perform ad-hoc VaR analyses to support front office risk management.
Qualifications:
• Bachelor’s degree in Finance, Economics, Mathematics, or a related field.
• Proven experience in market risk analysis within the commodities derivatives space.
• Proficiency in programming languages such as Python and VBA; experience with Flask, JSON, SQL, and PowerBI is a plus.
• Strong analytical skills with a focus on risk metrics, including VaR and stress testing.
• Excellent communication skills, capable of conveying complex information clearly to stakeholders.
• Detail-oriented with a proactive approach to problem-solving.
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