Market Risk Methodology AVP – LEADING COMMODITIES HOUSE recruitment
Responsibilities:
- Calculation and analysis of daily MVaR and regular backtesting; working with regional market risk team specialists on investigation and analysis of risk
- Quantitative analysis of market risk either on a portfolio level or/and on a deal basis and help assessing risk methodologies
- Participate in small/ big projects to introduce new systems or new market risk control measures
- Preparing the daily/ monthly Market Risk Report, including engaging with other market risk teams to draw out meaningful commentary
- Working with stakeholders to improve data quality, enhancing the daily process using automation or process re-design
- Maintain data for use in analysis and creation of market risk reports.
- Prepare presentations and analysis packs about market risk for use in senior management meetings
Requirements:
- Excellent people skills and good communication skills - including written (English)
- Strong presentation skills
- Good IT skills – eg superior standard of familiarity with Excel, SQL, C# VBA, Access. Matlab is an advantage
- Solid understanding of statistical techniques is an advantage and familiarity with key market risk concepts - e.g. Value-at-Risk, Stress-testing is an advantage
- Quantitative analysis of market risk in commodity/energy deals – physical optionality, assessment of risk methodologies other than VaR
- Very good knowledge and experience in measuring market risk on options and understanding of option models, greeks
- Experience in initiating and completing medium/large size projects
- Basic understanding of oil markets and trading instruments
- Experience of reporting and analysing VaR or PnL
My client with a workforce of 100,000 employees, operates with business activities and customers in more than 80 countries across six continents.
If you would like to apply for the role of Market Risk Methodology AVP - LEADING COMMODITIES HOUSE or find out more, please apply online or contact Charles Le Versha at Robert Walters on Charles.LeVersha@robertwalters.com or call 0207 509 8791 quoting the reference 1675800-DIF.
July 14, 2012
• Tags: LEADING COMMODITIES HOUSE recruitment, Market Risk Methodology AVP, Risk Management careers in the UK • Posted in: Financial