Head of Market Risk - Energy Trading (Houston)

JERA Trading Pte Ltd.; Houston (TX); In loco; USD 180.000 - 240.000; Tempo pieno

Descrizione del lavoro

JERAGM, based in Houston, seeks a senior Market Risk Manager to lead the Market Risk team. You will design risk controls, run quantitative analyses, and partner with Front Office and Global Risk teams to ensure robust risk governance.

The role requires broad energy trading experience and leadership across cross-functional teams. You will drive risk infrastructure enhancements and model validation, while mentoring junior staff and coordinating with London and Singapore counterparts to deliver

Competenze

• Minimum 15 years of relevant market risk experience.
• Experience in energy/commodity trading or Tier-1 investment bank.
• Graduate qualification in Mathematics/Statistics/Engineering/Finance or equivalent.
• Post-graduate qualification in relevant quantitative field preferred.
• Knowledge of Value-at-Risk, scenario analysis, back testing, stress testing, and expected shortfall.
• Knowledge of risk for physical commodities and volatil/real option portfolios.
• Proficient in Excel, VBA and Python.
• Derivatives valuation and quantitative risk modelling experience valued, including gas storage/swing models.

Mansioni

• Oversee the Market Risk activities in the Houston office and prepare daily, weekly, and monthly risk reports (VaR, Greeks, stress tests, risk capital).
• Lead development and implementation of a holistic risk control framework for market risk.
• Collaborate with Commercial/Front Office, Middle Office, Credit Risk, Internal Control, Legal and other functions across locations.
• Support NBC preparation and new business activity risk assessment.
• Mentor and develop Market Risk analysts in the Houston team.
• Coordinate with Market Risk teams in London and Singapore for global risk governance and consolidation.

Conoscenze

Market risk management

Energy/commodity trading

VaR & stress testing

Python

Excel/VBA

Leadership

Communication

Formazione

Bachelor's in Math/Stats/Engineering/Finance

Postgraduate qualification

Strumenti

EKA

Allegro

FEA

Topaz

Endur

Power BI

Matlab

SQL

Descrizione del lavoro

JERAGM, based in Houston, seeks a senior Market Risk Manager to lead the Market Risk team. You will design risk controls, run quantitative analyses, and partner with Front Office and Global Risk teams to ensure robust risk governance.

The role requires broad energy trading experience and leadership across cross-functional teams. You will drive risk infrastructure enhancements and model validation, while mentoring junior staff and coordinating with London and Singapore counterparts to deliver