Market Risk Analyst

My client is a well respected commodities trading house. They are looking to hire a risk analyst to work in their London office.

3+ year experience as Market Risk Analyst

• Performing day-to-day market risk analysis covering trading desks in London.
• Assisting in providing the Company with the capability to value, monitor and risk manage across a range of traded markets (European Energy experience preferred)
• Progressively develop understanding of trading strategies and be able to provide insightful recommendations to senior management on exposures, risks, and profitability.
• Dealing with ad hoc requests related to risk analytics for market risk in general.
• Assist in numerous projects helping implement, structure, and improve the overall market risk reporting suite of tools.
• Manage daily relationship with key stakeholders including, Front Office, Middle Office, Operations, Finance, and IT.
• Assist with portfolio stress testing and calculation of various risk metrics.
• Run global VaR process for numerous desks covering a variety of different commodities. Review VaR results to ensure accuracy and prevent errors.

Requirements:

• Experience within a Market Risk environment in a commodity trading company.
• Knowledge of common risk metrics such as VaR, stress test, scenario analysis, option Greeks
• Strong skill with Microsoft Office suite including excellent Excel abilities.
• Some programing experience VBA, Python, R etc
• Knowledge of one or more of IT systems would be an advantage (Lacima)
• Strong quantitative abilities and knowledge
• Strong communication skills

Contact Alice at Marlin Selection for more information