Senior Market Risk Analytics – Commodities (VaR & Models)

Taylor Root; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Taylor Root is recruiting for a Market Risk Analytics Analyst to join a top-tier Global Commodities Trading firm in Singapore. You will work closely with senior management to add value to the organization and contribute to risk oversight.

Key responsibilities include VaR monitoring, risk reporting, quantitative analysis, and development/validation of market risk models for commodities portfolios.

Qualifications

• 5-10 years of experience in a quantitative risk or analytical role.
• Experience with commodities and/or energy is highly advantageous.
• Strong proficiency in programming languages, such as SQL, Python, VBA, etc.

Responsibilities

• Monitor daily Value at Risk (VaR) and trading positions for the book.
• Generate daily, weekly, and monthly market risk reports including VaR, options, and stress testing.
• Conduct quantitative analysis of the portfolio risk across commodities and products.
• Develop and validate market risk models.

Skills

Quantitative analysis

Risk management

SQL

Python

VBA

Tools

SQL

Python

VBA

Job description

Taylor Root is recruiting for a Market Risk Analytics Analyst to join a top-tier Global Commodities Trading firm in Singapore. You will work closely with senior management to add value to the organization and contribute to risk oversight.

Key responsibilities include VaR monitoring, risk reporting, quantitative analysis, and development/validation of market risk models for commodities portfolios.