Market Risk Manager - Commoditiets
- Recruiter
- Investigo
- Location
- Charing Cross, UK
- Salary
- Competitive salary
- Posted
- 21 Oct 2021
- Closes
- 29 Oct 2021
- Ref
- 2564600151
- Job role
- Compliance/risk
- Sector
- Accounting - Public practice
- Experience level
- Manager
ResponsibilitiesDeep understanding of market environment, risks, and opportunity setDaily risk analysis on client positions including VaR, Sensitivity Analysis & Stress Testing.Production of daily and periodic risk reports and distribution to relevant stakeholders.Comprehensive risk and opportunity set reporting and analysesBusiness performance analyses including trader and investment process evaluationsEnsure excellence across the investment process lifecycleIdentify and execute on opportunities to optimize the trading portfolioWork with traders to help them better manage risk and maximize the opportunity setWork with commercial leadership to identify and execute on new business opportunitiesInterview and evaluate new commercial talentQualificationsEducation:Minimum Bachelor's degree in Business, Economics, Engineering, Mathematics, Operations Research, Computational Finance, Statistics, or related field of study.Ideally Masters/PhD in a Quantitative discipline.Experience/Skills:Prior experience in Hedge Fund, Oil Major, Commodity Merchant, or BankStrong commercial acumen and mindsetDetailed knowledge of leading risk management techniquesComputational skills: Excel & VBA + one of: R, Python, or MatlabMastery of commodity derivative trading landscape including options and futuresExperience designing and building analytical tools and risk measurement modelsExperience using mathematical methods to conduct in depth statistical analysisExperience evaluating performance of significant risk takersStrong communication skills and ability to effectively interact with senior executivesAbility to succeed in a high pressure environment