Market Risk- Senior Analyst
Location New York
Consultant Phirada Hemtasilpa
Date posted August 31, 2016
International commodities trading firm is seeking an experienced market risk analyst to join their team in NYC office.
- Produce daily market and liquidity risk exposure reports (VaR, stress tests, Greeks, open interest, cash exposure projections, FX, etc.)
- Maintain and revise risk reports; requiring proficiency in Visual Basic programming
- Daily P&L investigation, explanation and reporting to Management
- Work with the Trading and Marketing team to create and roll out new products
- Assist with month end valuation control (Price Testing, Reserves CVA/DVA)
- Validation and documentation of price models and simulations (back testing & benchmarking)
- Assist with Openlink configurations for deal capture and valuations
- Liaise with Global risk teams
- 3-6 years working experience in Market Risk
- Excellent commodities derivative product knowledge
- Proficient in Excel VBA
- Strong quantitative and problem solving skills
- Organized and able to work to strict deadlines
- Able to work both independently and as part of a global team
- Able to communicate clearly both verbally and written
The firm provides brokerage and risk management services for commodities. More than 20 years with offices across the world, the firm has served institutional, industrial, and investment customers.
Apply online today.