Senior Commodity Risk Leader — VaR & Hedging Analytics

Hoogwegt Group; Arnhem; Hybrid; EUR 110,000 - 150,000; Full time

Benefits offered by this job

Open culture

Personal growth

Competitive pay

Pension plan

Insurance

Sports program

Modern office

Job summary

Hoogwegt Group in Arnhem invites a senior Risk & Compliance professional to join our second line of defense across physical dairy trading and derivatives. You will shape the market risk framework, calibrate limits, and ensure verifiable P&L across trading, risk and finance systems.

Reporting to the Global Risk Manager, you will design and test risk controls, run VaR and stress tests, and collaborate with Commercial, IT and Finance to embed robust procedures while maintaining strong governance

Qualifications

• Master's degree in Economics, Finance, Econometrics, Quantitative Finance or related field.
• Professional certification such as FRM, PRM or CFA is an advantage.

Responsibilities

• Independently monitor and review physical and derivative positions, limit utilisation, market risk metrics and daily P&L, and escalate breaches and exceptions under the risk governance framework.
• Contribute to the design, calibration and implementation of the market risk limit framework for physical and paper books.
• Run and maintain VaR and stress-testing analysis, including backtesting and model assumption reviews.
• Analyse the physical-versus-paper hedge position, basis exposure and the option Greeks.
• Support counterparty exposure analysis with the credit risk function.
• Write and maintain risk procedures, data standards and control documentation.
• Act as a key business user in risk system development: define requirements, test and sign off changes, and support data migration and cutover.
• Build and govern interim analytical tools (Excel/VBA, Python, SQL) with version control and clear ownership.
• Support regulatory monitoring such as EMIR reporting, MiFID II tests and position limits.

Skills

Market risk

VaR modeling

P&L analysis

Excel VBA

Python

SQL

Risk governance

Stakeholder management

English fluent

Education

Master's degree

FRM/PRM/CFA advantageous

Tools

ETRM/CTRM

ERP system

Job description

Hoogwegt Group in Arnhem invites a senior Risk & Compliance professional to join our second line of defense across physical dairy trading and derivatives. You will shape the market risk framework, calibrate limits, and ensure verifiable P&L across trading, risk and finance systems.

Reporting to the Global Risk Manager, you will design and test risk controls, run VaR and stress tests, and collaborate with Commercial, IT and Finance to embed robust procedures while maintaining strong governance