Base Metals Risk Manager: P&L, VaR & Analytics

Gunvor S.A.; Genf; On-site; CHF 120,000 - 180,000; Full time

Job summary

Gunvor S.A. in Switzerland seeks a Risk Officer - Base Metals to join the Risk team reporting to the EMEA Risk Team Lead.

You will lead research and analysis, deliver reports, and develop digital tools to improve decision making and risk management of the base metals desk. Key responsibilities include daily P&L and VaR reporting, trade capture checks, monitoring forward curves and volatilities, and providing analytical support to traders.

Qualifications

• University degree in computing, mathematics, engineering, economics or finance.
• Mastery of analytics tools and technologies.
• Minimum 3 years in a similar role in the commodity trading business.

Responsibilities

• Daily reporting of P&L, exposures, VaR and explanation thereof.
• Manage daily checks on trade capture, trade integrity and completeness between desks and trading system.
• Monitor forward curves and volatilities for accuracy and consistency.
• Provide analytical support to the traders on base metals.
• Check and assist in capturing and evaluating the risk of complex products.
• Apply risk-reserving methodology to trading P&L.
• Responsible for monthly translation into accounting of trading results.
• Month end and year end reconciliations with finance and external auditors as required.
• Improve existing and develop new daily procedures for management reporting, trade completeness, market data and other such processes as required.
• Liaise closely with IT, Operations, Credit Risk, Finance, and Front Office.
• Prepare various reports and analysis for publishing internally and to the Management Board as the case may be.

Skills

Fluent English

Strong communication

Numeracy

Education

University degree in Computing/Mathematics/Engineering/Economics or Finance

Tools

Excel

VBA

Access

SQL Server

Job description

Gunvor S.A. in Switzerland seeks a Risk Officer - Base Metals to join the Risk team reporting to the EMEA Risk Team Lead.

You will lead research and analysis, deliver reports, and develop digital tools to improve decision making and risk management of the base metals desk. Key responsibilities include daily P&L and VaR reporting, trade capture checks, monitoring forward curves and volatilities, and providing analytical support to traders.