Market Risk Manager – Asset Backed Commodity Trading Firm – London – £70
With thousands of employees globally, trading physical and financial commodities (Power, Gas, Oil, LNG, Emissions, Coal and Freight), you’ll join a blue chip trading firm who have this immediate requirement.
Key Responsibilities of the Market Risk Manager:
- Validate market data models (calibration of exotic parameters) and product models (virtual power plant, hydro and gas storage, swing options etc) developed by the Front Office to value vanilla and exotic energy options (MtM and Greeks calculation)
- Develop and validate risk methodology in relationship with risk control and treasury
- Development and operational support around Matlab Risk tools used for risk control
- Support the Front Office to provide ad-hoc pricing benchmarks and risk analyses for new structured deals
- Review of economical models for investment decisions
Key Skills Experience Sought:
- Significant experience in Risk Management for an investment bank or commodity trading firm
- Experience of multiple energy commodities
- This person will be managing a team of 2, so they MUST have had significant previous direct line management experience
- This is a complex role so you must have strong modelling skills as well as strong Market Risk experience
- Very strong academic background, inclusive of a bachelor’s degree in an analytical / mathematical discipline and ideally a PhD
- You will need strong gravitas for this role and confidence to deputise for the Head of Market Risk, presenting to the Executive Board where required
For more information, please e-mail through an up-to-date copy of your CV to d.smith@bramwithconsulting.co.uk
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