My client is a leading commodities and risk management firm. This role is based in the City of London.
The Senior Market Risk Analyst is responsible for the following:
* One of the market risk application owners for Endur (Openlink).
* Trade input modelling configuring Endur templates.
* Configuring and modelling forward pricing curves.
* New product control and release.
* Maintain and revise risk reports; requiring proficiency in Visual Basic programming.
* Daily P&L investigation liquidity monitoring.
* Conduct month end valuation control (Price Testing, Reserves CVA/DVA).
* Validation and documentation of pricing models and simulations (back testing & benchmarking).
* Perform risk assessments and audits.
* Change management - improve current processes and controls.
* Complete Ad hoc project work.
* Liaise with risk teams and trading desks in London, New York and Tokyo.
The Senior Market Risk Analyst will have/be:
* Proven in depth Openlink Endur Software knowledge is a requisite for this role.
* Degree in mathematics, statistics, engineering, risk management or relevant subject.
* Intellectually curious.
* Excellent numeracy, analytics, combined with strong communication skills.
* Advanced aptitude for problem solving and multitasking.
* Solid understanding of commodity derivatives.
* Experience within Market Risk.
* Proficient in Excel VBA.
* Organised and able to work to strict deadlines.
* Able to work both independently and as part of a global team.
This is a permanent role based in the City of London.