AVP/VP
World’s Leading Commodities house seeks Market Risk manager to be responsible for analysis of market risk movements for their APAC Trading business.
AVP/VP – Market Risk Manager Commodities
Location: Singapore
Salary: 120k SGD – 150k SGD + Bonus
Responsibilities for Market Risk Manager, Commodities
-Covering both Physical and Derivatives trade products (mainly Oil and Gas, Metals)
-Perform daily assessment of forward curve with up-to-date broker’s number.
-Ensuring the precision and uniformity of assessed marks which will impact the PL of physical and derivative portfolios.
-Analyse daily swing of PL, market risk exposure and ensuring the Value-at-Risk (VaR) is between the limit.
- Produce daily summary to explain the causes of impact to PL affected by market conditions, change in spreads, and operation condition of physical cargos etc.
- Ensure the trading activities are within the authorization limit through effective monitoring and controls. Immediately liaise with traders then management if potential risk spotted, to minimise the losses.
- Accurate maintenance of both physical and paper positions by ensuring all market risk is captured and hedge actions executed.
Requirements for Market Risk Manager Commodities
• BSc in quantitative subjects, CFA/FRM are highly preferred but not necessary
• Strong in technical skills – VBA/C++/C#/Matlab
• Good commodities knowledge
For more information, please visit www.selbyjennings.com or contact us at +65 6589 4410
Selby Jennings Pte Ltd MOM EA License no: 11S3033
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