Commodity Market Risk Analyst — VaR & P&L Insights

cariswiss; Genf; Remote; CHF 90.000 - 140.000; Vollzeit

Zusammenfassung

Michael Page (Switzerland) seeks a Market Risk Analyst in Geneva to oversee daily risk, VaR, and P&L analytics within a commodities context.

The role emphasizes data quality, risk dashboards, and automation using Python and SQL, with cross-functional collaboration across Trading, Middle Office, IT and controls.

A 2-5 year background in market risk and a quantitative degree are preferred for a permanent on-site position.

Qualifikationen

• Bachelor's or Master's in quantitative field.
• 2-5 years of Market Risk experience, commodities/energy a plus.
• Strong understanding of VaR, stress testing, P&L, risk limits.
• Proficient in Python and SQL; experience with data analysis and automation.
• Excel/VBA and Power BI are a plus.

Aufgaben

• Run daily Market Risk processes: report VaR, risk limits, exposures and MTM P&L.
• Monitor limit breaches and assist trading teams in risk drivers.
• Perform risk analysis including stress testing, scenario analysis, and back-testing.
• Ensure quality and completeness of market data used in risk calculations.
• Develop dashboards and automate risk analytics using Python and SQL.
• Maintain Market Risk systems and integrate with trade booking platforms.
• Collaborate with Trading, Middle Office, IT and other control functions.
• Participate in commodity strategy and market calls for market awareness.

Kenntnisse

Market risk

VaR analysis

P&L analysis

Data analysis

Team collaboration

Ausbildung

Bachelor's or Master's in Quantitative Finance/Engineering/Math

Tools

Python

SQL

Excel/VBA

Power BI

Jobbeschreibung

Michael Page (Switzerland) seeks a Market Risk Analyst in Geneva to oversee daily risk, VaR, and P&L analytics within a commodities context.

The role emphasizes data quality, risk dashboards, and automation using Python and SQL, with cross-functional collaboration across Trading, Middle Office, IT and controls.

A 2-5 year background in market risk and a quantitative degree are preferred for a permanent on-site position.