Job Description
A leading commodities trading firm specialising in energy and metals is seeking a skilled Market Risk Analyst to join its risk management team.
Responsibilities:
* Maintain and update risk monitoring reports across market, credit, and liquidity risks, leveraging expertise in Visual Basic (VBA) or Python.
* Investigate and validate Profit and Loss (P&L), validate trade models, and configure forward pricing curves.
* Design, execute, and analyze stress tests for liquidity, market, and credit risks.
* Maintain and enhance the market risk VaR model, including conducting model backtesting.
* Oversee the control and release of new trading products.
Requirements:
* Prior experience in commodities from a trading house, brokerage, or investment bank.
* Preferably experienced in the energy sector (oil, gas, power).
* Familiarity with Openlink Endur is advantageous.
* Strong technical skills in Python or VBA.