Market Risk Analyst

Responsibilities

  • Prepare and analyse daily P&L/exposure/VaR reports.
  • Establish strong relationships with commercial and functional teams.
  • Perform comprehensive risk assessments and scenario analysis to evaluate the potential impact of various risk events.
  • Provide constructive challenge to commercial activities to ensure compliance to trading mandate.
  • Analyze large datasets to identify potential areas of risk exposure and develop strategies to mitigate those risks.
  • Perform monthly reconciliation with internal and external partners to ensure integrity of financial metrics.
  • Update and effectively communicate the risk metrics to the commercial teams.
  • Support system and projects related to risk management.

Requirements

  • Bachelor’s degree in finance or accounting, other degrees considered.
  • Minimally 6-8 years of relevant market risk or middle office experience in commodity trading industry.
  • Sound understanding of financial markets, physical commodities, or derivatives markets.
  • Attention to detail and ability to perform in a fast-paced environment.
  • Good understanding of risk measures including VaR and stress testing.
  • Ability to understand and communicate complex transactions well and challenge the methodology when required.
  • Prior experience in ETRM systems will be an advantage.
  • Excellent communication and interpersonal skills.
  • Meticulous and a good team player.
  • Proficiency in MS Excel, VBA and Power BI or other data visualisation software.

Interested applicants may submit your detailed resume and contact details to recruitment@hengli.com.