Commodity Risk Analyst — VAR & Market Risk Expert

HENGYI INDUSTRIES INTERNATIONAL PTE. LTD.; Singapore; On-site; SGD 70,000 - 90,000; Full time

Job summary

HENGYI INDUSTRIES INTERNATIONAL PTE. LTD. is seeking a risk-focused professional to manage credit risk, perform market risk assessments, and monitor exposures.

The role requires strong VBA/Excel programming for VAR models and a bilingual English/Mandarin communicator to liaise with counterparts. Responsibilities include analyzing credit, setting limits, reconciling trades, validating forward curves, and preparing VAR/P&L reports, while maintaining the Trading Management System.

Qualifications

• Bachelor's degree with 1–3 years in risk/mid-office in commodity trading or banking.
• Experience in market risk assessment; oil trading experience preferred.
• Proficiency in VAR calculation model; VBA with Excel to develop VAR model.
• Experience programming: MS Excel/VBA, MS Access/SQL, SAS.
• Excellent written and verbal skills in English and Mandarin.
• Strong communication and teamwork abilities.

Responsibilities

• Highlighting key credit risk issues.
• Credit analysis, customer credit due diligence, limit setting, exposure monitoring and reporting.
• Reconciliation and management of paper and physical transactions.
• Validating forward curves.
• Monitoring and analyzing all paper and physical exposures for MTM accuracy.
• Calculation of VAR of exposures.
• Preparing open positions, P&L, and VAR reports.
• Proactively interact with customers, brokers, and clearing agents.
• Maintain Trading Management System.

Skills

Credit risk analysis

Risk management

Communication

Bilingual English/Mandarin

Education

Bachelor's degree in Finance/Data Analysis/Mathematics

Tools

MS Excel/VBA

MS Access/SQL

SAS

Job description

HENGYI INDUSTRIES INTERNATIONAL PTE. LTD. is seeking a risk-focused professional to manage credit risk, perform market risk assessments, and monitor exposures.

The role requires strong VBA/Excel programming for VAR models and a bilingual English/Mandarin communicator to liaise with counterparts. Responsibilities include analyzing credit, setting limits, reconciling trades, validating forward curves, and preparing VAR/P&L reports, while maintaining the Trading Management System.