Market Risk Manager – 12 Month Fixed Term Contract recruitment
THE COMPANY:
• Our client is a well established commodities broker specialising in metals. Providing a range of traded product types, they have offices globally.
RESPONSIBILITES:
• Analyse risk of the companies portfolio
• Provide advice to Senior Manager and the Front Office of portfolio risks
• Analyse and prepare FSA reports
• Analyse the impact of market/portfolio changes
• Test alternative risk evaluation model and operating systems
• Implement Risk Management systems
• Backup for operating VaR calculations/PL producing system
• Support Credit department in the quantitative assessment of credit risk
• Responsible for design and maintenance of liquidity reports
• Support to finance department in the assessment of liquidity risk
EXPERIENCE REQUIRED:
• Prior experience of Market Risk management within a commodities trading environment
• Advanced knowledge of Excel/VBA
• Relevant professional qualifications are highly desirable