Market Risk Analyst

Job Description

JOB SUMMARY:

• Work in the Market Risk department as a Market Risk Analyst, an integral member of the team that provides independent oversight over market risks across the Downstream Trading business.
• Assist in innovation and automation projects; drive process enhancement deliverables.
• We are seeking an individual with strong technical skills and a good commercial understanding to carry out day-to-day analysis, reporting and commentary of risk factors and drivers impacting the business. The Analyst will also work closely with the Functional teams to provide risk and control assurance of the policies and procedures. The Analyst will be actively involved in the development of new business intelligence and visual analytics tools to enable data-driven insights as part of a firm-wide transformation programme.

YOU GET TO:

• Manage and maintain daily market risk measurement activities of the Downstream Trading business with commodities trading risk management systems (CTRM).
• Review risk reports with analysis and attribution of market risk exposures on trading strategies, positions and intent. Work with Front office teams to develop a strong understanding of the business.
• Monitor daily market risk measures against limits; communication/escalation of high limit utilization and breaches for timely ratification/rectification.
• Validate and backtest market risk calculations to ensure conformity to accepted risk model requirements.
• Work in close partnership with Functional teams to ensure compliance with risk and control policies and procedures.
• Review new business/product, including any new, addition, or change around products and/or business activities.
• Contribute to design, development and implementation of CTRM, business intelligence and visual analytics tools.

REQUIREMENTS

• Degree in Finance, Economics, Engineering, Mathematics, Statistics, Computing or any other equivalent disciplines
• Some internship/work experience in commodities risk management, finance, trading or marketing; Fresh graduates are welcome to apply
• Excellent problem solving skills
• Strong communication and interpersonal skills
• Able to establish and maintain effective and cooperative work relationships both within and outside the department
• Ability to work well as part of a team
• Microsoft Excel
• Strong interest in moving into a market risk/middle office role

Required Qualification(s)

Responsibilities and Skills

Education

Language(s)