Market Risk Senior Analyst

COFCO International Singapore; Singapore; On-site; SGD 80,000 - 100,000; Full time

Job summary

A global trading company in Singapore is seeking a Senior Market Risk Analyst to support APAC commodity activities. You will assist in developing Market Risk Analytics and ensuring robust risk metrics. The ideal candidate has 5-6 years of experience in trading, strong analytical skills, and proficiency in Excel. This role demands a deep understanding of trading strategies and market risk metrics.

Qualifications

• Minimum 5-6 years of experience in agriculture trading or financial trading environments.
• Good understanding of agriculture or global FX markets.
• Ability to understand position management and price risk.

Responsibilities

• Assist in the development of Market Risk Analytics.
• Develop Market Risk reports for the Company’s portfolio.
• Ensure understanding of Value-at-Risk movements.

Skills

Market Risk Analysis

Excel

Risk Reporting

Understanding Trading Strategies

Tools

R

C#

SQL

Python

Job description

Job Purpose

With global activities and a strong presence in both origins and destination, COFCO International is seeking a Senior Market Risk Analyst to fully support APAC commodity activities as well as COFCO international financial platform.

The Risk group is an independent global team which is responsible for overseeing the trading activity, implementing metrics that quantify related performance and risk, reporting relevant statistics and analysis to Management and enforcing the market risk framework.

It focuses on market understanding, the ability to build adverse scenarios and mitigating solutions that prevent company losses.

Reporting to the Global Head of Market Risk, you will be responsible for:

• Assist in the development of Market Risk Analytics and implementation of industry leading Market Risk Methodologies in the region
• Develop Market Risk reports highlighting key risks to the Company’s portfolio and trading activity.
• Work with global peers within the Risk group to ensure that consistent controls, systems and processes are in place across the teams.
• Ensure that all Value-at-Risk movements are fully understood, reconciling how market movements and trading strategies have interacted to create the changes observed.
• Use market knowledge to understand and explain commercial activities and strategies. Measure and provide insights into the commercial performance.
• Provide insight into embedded optionality and risk profiles of assets.
• Manage the daily relationship with key stakeholders, including, Front Office, Operations, Finance including Product Control and IT.
• Use historical, fundamental and scenario-based analysis that can help in the evaluation of portfolio risk.
• Create analytical tools and models to capture risks related to assets and fixed commitments.
• Daily tasks to include a) risk reporting, b) Understanding trading strategies; c) Escalating and flagging risks to local and global senior management.
• Enforce the Global Market Risk Policy in the region.

Requirements

• Minimum 5-6 years of experience working either in agriculture trading and/or financial Trading environment either in market risk, research, middle office or trading.
• Good understanding of either agriculture markets including physical markets or global FX markets. The candidate should have the ability to understand trading strategies and highlight trading risks.
• Ability to understand position management and price risk for a physical, futures commodities and FX book.
• Understanding of the major market risk metrics such as the Value-at-Risk.
• Good understanding of options and modelling of Greeks.
• To be a self-starter & show proactive actions.
• Strong Excel is a must. R / C# / SQL or Python is a plus.