Derivatives Risk Analyst - Market Risk & Reporting

Gunvor Group

Genf

On-site

CHF 120,000 - 190,000

Full time

6 days ago

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Job summary

Gunvor Group in Geneva is seeking a Risk Officer - Derivatives to join the Risk team. The role focuses on monitoring and analysing market risk exposures across commodity trading activities and delivering accurate risk reporting.

Responsibilities include developing analytical tools, validating market data, and collaborating with traders, finance, and IT to ensure data integrity and robust risk controls. Fluent English and French are beneficial.

Qualifications

Master's degree in a quantitative field and at least 3 years in market risk management for commodities.
Strong quantitative and analytical skills with ability to interpret data and identify risk drivers.
Proficiency in Excel and Python; SQL and VBA are advantages.
Experience with risk analytics tools and data visualization platforms.
Familiarity with trading systems and risk reporting processes.

Responsibilities

Analyze, model, and report market risk across trading activities (physical and financial).
Monitor daily mark-to-market, risk positions, curves, volatilities, and P&L results.
Develop and maintain risk reporting and analytical tools for traders and management.
Perform deal checks, price validations, and data reconciliations for accurate trade capture.
Monitor trading limits, risk policies, and internal controls compliance.
Collaborate with traders to quantify and explain portfolio risks and P&L movements.
Coordinate with Front Office, Operations, Finance, IT for data integrity and processes.
Prepare risk reports and analyses for stakeholders and Management Board.
Support month-end/year-end reconciliations with Finance and auditors.