Provide in-depth market risk analyses across various commodities desks/products and escalate key risks to senior management
Job Summary
Provide in-depth market risk analyses across various commodities desks/products and escalate key risks to senior management.
Manage market risks through review of portfolio risk sensitivities, Value-at-risk (VaR), stress scenario analysis and limit management.
Work closely with various Front Office teams, colleagues from the global FRM team, technology teams, to ensure that key risks are identified, measured, managed and produced on a timely and accurate basis.
Matching Summary
Provide in-depth market risk analyses across various commodities desks/products and escalate key risks to senior management.
Salary
Associate Level: Base: $100,000 - $140,000; Analyst Level: Base: $75,000 - $95,000; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
Commodities market risk analysis
Portfolio risk sensitivities
VaR, stress testing, scenario analysis
Front Office interaction
SQL, R, Matlab, Python, Excel
Nice-to-have
FRM or ERP certifications
Key Requirements
Associate/Analyst level
Strong quantitative and technical skills
Strong familiarity with VaR calculations, stress testing and scenario analysis