Jr. Market Risk Analyst

JOB PURPOSE

Generation of daily Risk reports and follow up on control of market, liquidity and counterparty credit risk exposure. Support the team with analysis and simulations for new trades and respective impacts and analysis of portfolios with OTC positions on commodities contracts. Assistance on new Risk projects, such as PowerBI, processes automation and regulatory demands.

Work along with Pricing, Operational and Credit Risk areas to assist with risk mitigation improvements

KEY ACTIVIES

• Generate daily risk reports for the Senior Management of the Company;


• Monitor and implement new market and liquidity risks controls and analysis;


• Constantly improve of the risk management process/routines;


• Evaluation and implementation of Stress Testing methodologies;


• Control of counterparty credit risk exposure;


• Support risk area in the daily routines, process and demands from other areas;


• Building new methods and risk indicators to support analysis of capital requirements, risk management and strategic business decisions.

QUALIFICATIONS

• B.S. or higher in Economics or Exact Sciences graduation (Math, Physics, Engineering).
  


• Previous experience at a financial institution or previous knowledge/interaction with commodities or derivatives market.
  


• Programming skills (Python) or experience in processes automation


• Basic modeling and/or pricing knowledge is a plus


• Strong Excel and Python knowledge


• Power BI