AVP – Market Risk – Oil & Gas Trading recruitment

This well known Commodities trading division are looking for a Market Risk specialist to join their highly respected team, to enjoy a strong interaction with senior Front Office to improve the market risk measurements.

This is a hands on position that will provide the successful candidate maintain and develop the measurement models, as well as improving the policies and procedures. The successful candidate will be looking at the daily VaR reports as well as the risk model outputs to impact the and reflect the trading strategies and market conditions.

This position has a high level of interaction with Credit Risk, Operational Risk, Quant Analysis, as well as a variety of different front office areas – which can see future career moves into these areas, as well as more senior Market Risk positions.

This is a highly quantitative role that will require candidates with a thorough understanding of Market Risk (pref from a gas trading perspective), with a solid understanding of complex transactions, familiarity of option valuation models, Monte Carlo simulations and also Matlab or VBA programming skills. You will also need to have a degree in a quantitative area (Finance, Engineering).

If you would like to be considered, please send an updated copy of your CV to Joseph Reeves.

I am unable to reply to every unsuccessful candidate