Jr. Market Risk Analyst

JOB PURPOSE

Generation of daily Risk reports and monitoring of market, liquidity, and counterparty credit risk exposures. Support the team with analysis and simulations for new trades and portfolio impacts, including OTC positions in commodity contracts. Assist in new Risk projects, including automation of processes and risk calculations using Python, build new dashboard in Power BI, and support with compliance and regulatory requirements.

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

 KEY ACTIVITIES 

• 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;


• Develop Python scripts and tools for automation of risk calculations, data processing and report automation;


• Create interactive dashboards and reports using Power BI to support management decision-making.

QUALIFICATIONS

• Graduation in Exact Sciences or Programming (e.g., Math, Physics, Engineering, Computer Science, Software Engineering).
  


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


• Programming skills (Python) or experience in processes automation


• Basic modeling and/or pricing knowledge is a plus


• Fluent English 

LOCATION:
São Paulo, SP -  Up to twice a week at the base office in Vila Olimpia, São Paulo (Hybrid)

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