Market Risk Management
The role is to enhance Group value through distinctive supply, commodity trading, risk management and information technology skills underpinned by a world class finance, control and compliance infrastructure.
The Risk division is comprised of teams with expertise in Credit Risk, Market Risk, Operational Risk and Risk Quantitative Analysis. All the Risk teams provide both independent oversight of trading activities as well as support the business in various commercial decision making capacities.
Duties:
Setting appropriate Market Risk policies and procedures;
Development of adequate Market Risk measurement models; and
Provision of Market Risk advice to management on new activities and projects.
Provide coordination/drive for the identification of market risk issues within the division, identify possible solutions and coordinate implementation of the preferred approach with Middle Office
Run risk models and production of Market Risk numbers (including VaR, Stress Testing, Historical Simulation, Liquidity metrics); Provide explanation for changes and interacting with Front-Office in understanding the trading strategies underpinning and driving the risk.
Experience:
Market Risk Management/Control experience essential
Commodities exposure preferred
Good understanding of the alternative methods available to calculate value-at-risk, define appropriate risk factors, account for non-linear instruments, etc
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