Market Risk Analyst

Marlin Selection Recruitment; London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A well-respected commodities trading house in London is seeking a Market Risk Analyst. The role involves performing market risk analysis, managing relationships with key stakeholders, and assisting in risk reporting. Ideal candidates will have 3+ years of experience in a market risk environment, strong quantitative skills, and proficiency in risk metrics and tools.

Qualifications

• 3+ years experience as Market Risk Analyst.
• Experience within a Market Risk environment in a commodity trading company.

Responsibilities

• Performing day-to-day market risk analysis for trading desks.
• Managing daily relationships with key stakeholders including Front Office and Operations.
• Running global VaR process for various desks.

Skills

Market Risk Analysis

Quantitative Abilities

Communication

Tools

Excel

VBA

Python

R

Job description

My client is a well respected commodities trading house. They are looking to hire a risk analyst to work in their London office.

3+ year experience as Market Risk Analyst

• Performing day-to-day market risk analysis covering trading desks in London.
• Assisting in providing the Company with the capability to value, monitor and risk manage across a range of traded markets (European Energy experience preferred)
• Progressively develop understanding of trading strategies and be able to provide insightful recommendations to senior management on exposures, risks, and profitability.
• Dealing with ad hoc requests related to risk analytics for market risk in general.
• Assist in numerous projects helping implement, structure, and improve the overall market risk reporting suite of tools.
• Manage daily relationship with key stakeholders including, Front Office, Middle Office, Operations, Finance, and IT.
• Assist with portfolio stress testing and calculation of various risk metrics.
• Run global VaR process for numerous desks covering a variety of different commodities. Review VaR results to ensure accuracy and prevent errors.

Requirements:

• Experience within a Market Risk environment in a commodity trading company.
• Knowledge of common risk metrics such as VaR, stress test, scenario analysis, option Greeks
• Strong skill with Microsoft Office suite including excellent Excel abilities.
• Some programing experience VBA, Python, R etc
• Knowledge of one or more of IT systems would be an advantage (Lacima)
• Strong quantitative abilities and knowledge
• Strong communication skills

Contact Alice at Marlin Selection for more information