Job description
Market Risk Analyst
Job Description:
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Monitor and report market risk across multiple portfolios.
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Support senior risk managers in regular reviews and stress testing of trading portfolios.
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Support risk report production by the risk reporting office.
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Support analysis and maintenance of market data.
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Contribute to and lead development of risk management systems and tools through interaction with external teams (IT, finance, operations).
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Perform ad-hoc analyses on trading risk and performance.
Skills & Competencies:
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Strong technical capabilities (VBA, SQL, Python, Matlab/R).
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Strong analytical and conceptual abilities and ability to work with large data.
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Knowledge of VaR and stress testing methodologies.
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Ability to work with multiple teams within the organisation.
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Ability to work under tight deadlines and manage multiple priorities.
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Understanding of commodity markets preferred.
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Excellent communication skills.
Educational Level & Experience required:
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University degree or equivalent in a quantitative discipline (e.g. mathematics, data science, economics, finance, engineering).
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Experience in numerical manipulation.
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Exposure to market risk management of physical commodities (preferably agri-commodities) preferred.