Salary $150000 - $200000 per year
Consultant Sonjay Vishnupad
Date posted October 18, 20187 Times Square New York NY 10036 Robert Walters United States of America
This major Merchant Energy Firm is hiring a Risk Manager in our Stamford, CT office. This role will report directly to the Co-Head of the firms Global Merchant Liquids Business and will have significant interaction with all of the Oil Liquids Desk Heads, Senior Leadership, and the Risk team.
- Create comprehensive risk position reporting and conduct overall analysis. Work with Head of Oil Business & Oil Desk heads to summarize market conditions impact on overall risk.
- Consult with traders and analysts manage their overall risk.
- Participate in weekly risk meetings with Desk Heads and Risk Committee.
- Utilize various mathematical methods to analyze the statistical correlation of various energy trading markets.
- Conduct statistical studies, such as back testing and principal components analysis, on identified risk factors across the energy trading industry.
- Research and code option models; analyze futures, options, and other instruments.
- Evaluate energy markets; cash & derivatives risk, option sensitivities & risk, & credit/ counterparty risk.
- Identify, research, and produce new risk measures; build tools for historical price analysis; analyze data to identify macroeconomic risk factors.
- Bachelor’s degree in Business, Economics, Engineering, Mathematics, Operations Research, Computational Finance, Statistics, or related field of study.
- Will consider candidates with a minimum of 2 years of applicable risk experience to more senior risk management professionals.
- Strong Technical skills in Excel & VBA, with experience in one or more of the following programming languages: R, Python, or Matlab.
- Prior experience in commodities is required, previous experience in a risk management role within physical oil is a plus within either a Hedge Fund, Oil Major, Commodity Merchant, or Bank.
- Strong communication skills and proven ability to succeed in a high pressure environment.