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Senior Market Risk Analyst

Selby Jennings
Closing date
2 Nov 2021

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Contract Type
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Key responsibilities of the Risk analyst position:
  • Reporting of both physical and financial positions with a specific focus on the Risk framework.
  • Monitoring of P&L and market exposure for all physical books and derivatives.
  • Working to maintain Risk metrics- eg. VaR and Stress testing.
  • Responsible for supporting front office desks in their reaction to market risks and development of new products.
  • Develop methodologies and tools for the calculation of risk measures throughout EGEM to monitor the cash usage of Front office.
  • Stress, Analysis and calculation of stress on an aggregate level as well as specific strategy level

Key requirements of the Risk analyst position:
  • Exposure to market risk within an Oil or Gas company.
  • A sound knowledge of VBA and object orient programming.
  • Experience of risk metrics such a VaR, Stress testing and Scenario Analysis.
  • Understanding of commodity options on physical assets including storage, swing, optimisation, optionality in physical oil terms.
  • Good Knowledge of the market risk/ product control role from trading companies or banks.
  • Willing to be based in London.
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