Our client, a commodity trading house is looking for a Market Risk Analyst to join their team in London.
Your responsibilities would include:
- Interacting daily with Trading desks and Fundamental analysis teams
- Understanding the day-to-day drivers of price volatility and how this related to the portfolios
- Completing daily VaR and Stress test reporting
- Understanding on a daily basis the key P&L drivers of the portfolios
- Producing weekly deep dives for management on specific trading positions to identify and analyse risk/ reward
You will need to have the following experience:
- Working in a risk management, valuations, or trading role
- Strong understanding of risk calculation methodologies for linear and non-linear instruments such as: VaR, back-testing, portfolio stress testing
- Detailed knowledge of some energy commodities
- Experience interreacting directly with traders
- Strong Excel, VBA or other programming skills
- Experience in building risk analytics tools
For more information, contact Sam at Marlin Selection and apply via the link provided.