6+ years commodities middle-office risk experience
Expertise in historical var and stress scenario design
Proficiency with murex, calypso, bloomberg, sql, python
The role requires safeguarding the firm by establishing and enforcing a comprehensive risk and compliance framework for all trading activities
Job Summary
The role requires safeguarding the firm by establishing and enforcing a comprehensive risk and compliance framework for all trading activities.
Key responsibilities include producing daily mark-to-market reports, calculating Value at Risk using parametric and historical models, and performing backtesting.
The candidate must serve as a gatekeeper for trade approvals while coordinating with Treasury on liquidity, LCs, and FX matters.
Matching Summary
Match Score: 75
The role requires safeguarding the firm by establishing and enforcing a comprehensive risk and compliance framework for all trading activities.
Skills & Requirements
Must-have
6+ years commodities middle-office risk experience
Expertise in Historical VaR and stress scenario design
Proficiency with Murex, Calypso, Bloomberg, SQL, Python
Strong knowledge of credit limits and treasury interfaces
Experience with IFRS hedge accounting and margin requirements
Nice-to-have
Coal or energy market exposure
Local regional market knowledge
CFA or FRM certification preferred
Strategic thinking and senior stakeholder communication
Ability to halt trades on breaches assertively
Key Requirements
At least 6 years in commodities middle-office risk
Technical proficiency with risk software and modeling tools
Regulatory and accounting literacy including IFRS hedge accounting