- Research and implement financial models for risk analysis, focusing on VaR and Stress Test models which will lead to a better understanding of the risk management process.
- Data management and quantify risk metrics for these models and assist in monitoring and analysing the movements.
- Analyze large datasets to identify potential areas of risk exposure and develop strategies to mitigate those risks.
- Daily P&L/Exposure/VaR computation and reporting while monitoring limits.
- Provide investigations and explanations on P&L movements breakdown.
- Reconciliation of trades with statements/recaps to verify new trades.
- Perform monthly reconciliation of the realised profit & loss and reconciling our P&L records with all the clearers, in conjunction with other departments.
- Update and effectively communicate the risk metrics to trading teams.
- Support system and projects related to risk management.
- Strong finance or statistical background. Bachelor’s degree in finance, Accounting, Math, Statistics or equivalent.
- At least 2-3 years of relevant experience, preferably in the Oil & Gas trading industry.
- Sound understanding of financial markets, physical commodities and derivatives markets.
- Proficiency in MS Excel, VBA and Power BI or other data visualisation software.
- Experience with programming languages such as R, Python, or MATLAB is preferred.
- Attention to details and ability to perform in a fast-paced environment.
- Able to perceive the models well and challenge the methodology when required.
- Sound understanding of options pricing and measurements preferred.
- Prior experience in ETRM systems will be an advantage.
- Excellent communication and interpersonal skills.
- Meticulous and a good team player.
Interested applicants may submit your detailed resume and contact details to firstname.lastname@example.org.