Commodity Risk Analyst - VAR & Market Exposure

HENGYI INDUSTRIES INTERNATIONAL PTE. LTD.; Singapore; On-site; SGD 60,000 - 120,000; Full time

Job summary

HENGYI INDUSTRIES INTERNATIONAL PTE. LTD. is seeking a risk professional in Singapore to focus on credit risk analysis and VAR modeling for commodity trading activities.

You will validate forward curves, monitor exposures, and prepare open positions and P&L reports, interfacing with customers, brokers, and clearing agents. Strong English and Mandarin skills and Excel/VBA proficiency are required.

Qualifications

• Bachelor's degree required with 1-3 years experience in risk/mid-office (preferred) or fresh graduates welcomed.
• Experience in market risk assessment is essential.
• Knowledge of VAR calculation model is important.
• Proficient in Excel VBA for VAR modeling.
• Strong English and Mandarin communication and teamwork.

Responsibilities

• Highlighting key credit risk issues.
• Perform credit analysis, due diligence, limit setting, and exposure monitoring.
• Reconcile and manage paper and physical transactions.
• Validate forward curves and MTM exposures.
• Calculate VAR for exposures and report open positions, P&L, and VAR.
• Interact proactively with customers, brokers, and clearing agents.
• Maintain Trading Management System.

Skills

Market risk assessment

VAR calculation model

English and Mandarin

Teamwork & communication

Education

Bachelor's degree in Financial, Data Analysis, Mathematics, or related field

Tools

MS Excel/VBA

MS Access/SQL

SAS

Job description

HENGYI INDUSTRIES INTERNATIONAL PTE. LTD. is seeking a risk professional in Singapore to focus on credit risk analysis and VAR modeling for commodity trading activities.

You will validate forward curves, monitor exposures, and prepare open positions and P&L reports, interfacing with customers, brokers, and clearing agents. Strong English and Mandarin skills and Excel/VBA proficiency are required.