Senior Market Risk Analyst – Commodities recruitment
Responsibilities
Analyse quantify exposure and market risk profile of contracts and assets
Analyse and quantify volatilities and correlations of commodities prices
Develop market risk models (VaR, etc) and stochastic models for monitoring market risk profile
Develop and quantify market risk limits
Develop ad hoc models for structured transactions
Analyse and quantify Greeks of physical and financial options (delta, gamma, vega, theta)
Develop methodologies for performing effectiveness tests of financial hedging
Drive projects for implementation of market risk methodologies, volatilities and correlations in IT systems
Guarantee compliance of market risk procedures
Candidate
Quantitative degree
Sound background in statistical sciences
Excellent knowledge of VaR analysis of cross product Commission products
Understanding of the Energy Markets essential
Understanding of option theory and models essential
Risk experience in Gas is essential whilst experience with power co2 would be an advantage
Ability to liaise with senior stakeholders within the business
Excellent communication skills
If you would like more information please contact Jamie Brimage on 02034650110 or e-mail Jamie.brimage@hays.com