Market Risk Manager for an Asset-Backed Commodity Trading House – £70,000
My client is an Asset-Back Commodity Trading House based in London and is looking to bring in an experienced Market Risk Manager to manage a team consisting of 2-5 Analysts, looking after validation of Front Office models and development of Risk methodology and tools.
The main responsibilities include:
- The validation of 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),
- Development and validation of Risk methodology in relationship with Risk Control and Treasury
- Development and operational support around Matlab Risk tools used for operational Risk Control
- Support Front Office to provide ad-hoc pricing benchmarks and Risk analyses for new structured deals and review of economic models for investment decisions
The ideal candidates must have:
- Experience in Risk management within an investment bank or energy trading company
- A Bachelor’s Degree (2.1 ideally from a related subject)
- Knowledge of energy commodities, derivatives products, option pricing theory and financial mathematics
- Experience in project and people management and at least 5 years of professional experience
Technical requirements include a background in pricing and optimisation model development, IT development (in particular Matlab) and proficiency with Microsoft Office products.
If you have the required experienced and knowledge, and are keen to learn more, please send an up-to-date CV to i.james@bramwithconsulting.co.uk
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