Market Risk Analyst

The Horizon Group; Stamford (CT); On-site; USD 70,000 - 110,000; Full time

Job summary

An established industry player is seeking a Market Risk Analyst to join their dynamic team in Stamford. This role focuses on producing critical T-Zero Position and P&L reporting, alongside managing risk metrics such as VaR and stress testing. The ideal candidate will thrive in a fast-paced environment, utilizing their strong Excel and VBA skills to support data management and reconciliation. If you are an independent thinker with excellent communication skills and a passion for market risk, this opportunity offers a chance to make a significant impact in a vital area of the business.

Qualifications

• Bachelor’s degree required with strong analytical skills.
• Proficiency in Excel and VBA is essential for data management.

Responsibilities

• Manage daily P&L reporting and VaR analysis for the Metals & Minerals sector.
• Ensure accurate data reconciliation and reporting to stakeholders.

Skills

Excel functions

VBA

Market Price Risk understanding

Strong communication skills

Problem-solving

Education

Bachelor’s degree

Tools

VaR software

Job description

Market Risk Analyst Stamford Connecticut

Market Risk Analyst Job

Job Description

Job Title: Market Risk Analyst
Group: Risk/Middle Office
Location: Stamford, CT

Role Description:

The Middle Office Analyst produces T-Zero Position & P&L reporting and Risk Metrics (VaR and Stress Testing). This specific role will be focused on the US Metals & Minerals. The role is supporting the existing coordinators. Data management, reconciliation and reporting to the stakeholders is the essence of the role.

Work Activities / Tasks

1. Front Office Relationship Management (building/maintaining rapport to ensure key information flows in a timely manner)
2. Daily Position Consolidation & Reconciliation (from manual spreadsheets and from the different CTRM systems)
3. Daily Profit & Loss Reporting (with full explanation/justification of the P&L result)
4. Daily VaR Analysis and management of the VaR software
5. MTM Price Validation (including interacting with Front Office and with Third Parties [brokers/pricing agencies])
6. Systems Development & Testing

Required Background

Bachelor’s degree

Functional Competencies

• Competent with Excel functions
• VBA
• Independent and self-starting
• Understands the concept of Market Price Risk
• Strong communication skills, both written and oral
• Understands how to calculate P&L/deal economics

Behavioral Competencies

• Pragmatic and flexible approach to problem solving
• Able to cope with a fast-changing working environment
• Team player