Market Risk Analyst - Energy Trading & VaR Expert

calibr:e; Singapore; Presencial; SGD 90.000 - 130.000; Jornada completa

Descripción de la vacante

calibr:e in Singapore seeks an experienced Market Risk Analyst to own the market risk framework and enhance VaR/stress testing for oil trading activities. You will collaborate with product control on valuation curves and IPV, while analyzing global trade flows and liquidity metrics.

The role requires a strong quantitative background, 5+ years in market risk within energy/commodity trading, and excellent communication with traders and senior management in a fast-paced environment.

Formación

• Bachelor’s Degree or above in Quantitative Finance, Economics, Statistics, Financial Engineering, or related disciplines.
• Min. 5 years of market risk or quantitative risk experience within a physical commodity trading house or energy merchant.
• Solid understanding of AG and EU market dynamics, basis risk, cross-basin arbitrage.
• Demonstrated experience with pricing curves, valuation methodologies, IPV.
• Strong Excel/VBA plus Python/SQL/R for risk modelling and data automation.
• Excellent communication in a fast-moving trading environment with traders and senior management.

Responsabilidades

• Own and operate the market risk management framework, measuring P&L exposures, monitoring limits, and reporting.
• Build and enhance VaR and stress-testing framework with back-testing, validation, and scenario analysis.
• Collaborate with product control on valuation methodologies, price curve construction, IPV for oil trading.
• Conduct scenario analysis on international trade flows, AG and EU dynamics, basis risk, cross-basin arbitrage.
• Assist treasury, credit and management with liquidity risk, cash margin tracking, and counterparty credit exposure.

Conocimientos

Excel/VBA

Python/SQL/R

Risk modelling

Data automation

Communication

Quantitative finance

Educación

Bachelor’s degree in Quantitative Finance/Economics/Statistics/Financial Engineering

Herramientas

Excel

VBA

Descripción del empleo

calibr:e in Singapore seeks an experienced Market Risk Analyst to own the market risk framework and enhance VaR/stress testing for oil trading activities. You will collaborate with product control on valuation curves and IPV, while analyzing global trade flows and liquidity metrics.

The role requires a strong quantitative background, 5+ years in market risk within energy/commodity trading, and excellent communication with traders and senior management in a fast-paced environment.