Commodity Risk Manager

We are searching for an experienced Commodity Risk Manager to join our Macro and Relative Value Risk Team based in Singapore, Hong Kong, or Dubai.

The Commodity Risk Manager will be responsible for helping to drive the risk management framework of the firm’s commodity portfolios, ensuring robust risk controls, and driving initiatives to manage and mitigate risks effectively.

The ideal candidate will have a background in commodity trading or risk management, strong analytics skills, and the ability to communicate effectively with stakeholders across the organization to operate effectively within a fast-paced, complex trading environment.

Responsibilities:

·       Report to the Head of Macro Risk and work closely with Portfolio Managers, Quants and Developers to improve the quantification of various sources of risk.

·       Perform independent risk assessment and monitoring of traded positions via macroeconomics analysis, PnL analysis, tools such as VaR, Stress Testing, and ongoing engagement with the business.

·       Collaborate closely with PortfolioManagers to review strategy performance, portfolio construction, market developments, positioning, and risk deployment.

·       Maintain a forward outlook on markets and event risk.

·       Calibrate and monitor VaR, stress scenarios, exposures, and other risk guidelines. Engage with Portfolio Managers regarding breaches or exceptions and escalate to senior management, where appropriate

·       Work closely with technology groups to design/prototype new risk capabilities and improve modelling/analysis tools used by the Risk Department.

Requirements:

·       5+ years of relevant experience in investment risk management and analysis, with practical exposure to commodity risk management.

·       Direct experience in Commodity strategies– with exposures to both financial and physical markets a plus.

·       In-depth knowledge of Derivatives and Risk Management metrics.

·       Strong communication skills (strong written and verbal communication skills in English) and negotiation skills are essential for effectively conveying complex ideas to senior management and portfolio managers.

·       Excellent knowledge of financial market instruments and market drivers/dynamics.

·       Strong analytical skills and attention to details.

·       Proficiency in SQL, Python, and other risk management tools.

·       An Advanced degree in Mathematics, Statistics, Business or Finance is preferred.