Senior Market Risk Analyst (Commodities)

Our client a well-established global commodities trading company with a strong presence in Asia is seeking an experience Senior Market Risk Analyst to join them. The role works in collaboration with energy traders, operations, trade support, accounting and back office.

Main Responsibilities

1. Is responsible for the daily production and reporting of P&L, positions and exposures from the trading system(s)
2. Need to know how to validate positions and P&L in an expedient manner and ensure accurate P&L attribution into risk buckets and P&L drivers
3. Be responsible for running daily pricing exposure reconciliation with trading and operations
4. Be able to construct and manipulate in-house forward curves models and check the accuracy and consistency of forward curves against market valuation of the various traded products.
5. Check and monitor the marked to market (“MTM”) of physical deals entered in the company’s trading systems
6. Analyse mark-to-market valuations, risk positions, basis changes, curves and volatilities and P&L results daily
7. Develop and maintain risk reporting and analytics to communicate positions, P&L and market risk to traders and management, and follow the risk strategies of the trading desks independently
8. Review and maintain information reliability in the trading systems, including costs, and assess the reasonableness of costs entered by operations

Skills/Requirements

1. Possess a Bachelor’s degree with a major in Finance, Economics, Mathematics, Statistics, Computing or equivalent
2. Minimum 5 years of relevant experience in market risk management with a commodity trading background, preferably within a major trading house, investment bank, hedge funds
3. Strong understanding of the mechanics of derivatives (futures, swaps and options) and physical trading, know how to compute traded positions and P&L, MTM and hedging concepts, and the various types of trading strategies with a focus on oil & gas
4. Demonstrated excellent knowledge of commodities and financial instruments, with excellent knowledge of and a strong interest in trading activities;
5. Proficient in Microsoft Excel , VBA, Power BI, Python or SQL
6. Good knowledge of analytics tools and technologies
7. Fluent in spoken and written English, proficiency in Mandarin will be a bonus, not an essential

Please email your cv directlyin word format with job reference no. 17036 to Sophia Lin via email to[email protected]

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

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