(Senior) Market Risk Analyst (w/m) – Commodity Trading recruitment
Tasks
• Measure, quantify and report market risks (FX, interest, commodity)
• Use risk models to measure and report on market risks to senior management
• Calculate Value-at-Risk, Earnings or Gross Margin at Risk and Cash Flow at Risk (assets and trading)
• Use derivative pricing models (commodity, interest rate, and currency) for valuations and perform tests (effectiveness)
• Stay informed on regulatory concerns for market risk
• Work with traders to assess and monitor risk and compliance with market risk policies
• Work with accounting services and internal audit to ensure the most accurate valuations are being used for Mark-to-Model products
• Work with other functions to maintain compliance and continuously improve the control environment
Qualifications:
• Bachelors or Masters in Economics, Finance, Mathematics, Engineering, Business, Computer Science, or a Quantitative related degree
• Prior related experience in risk management, finance, or quantitative analysis required
• Proficient in Microsoft Excel, Matlab, R, SPlus, or another statistical package as well as programing languages C++ or similar
• Ability and willingness to be flexible with work schedule to accommodate the business needs
• Candidate must foster an inclusive work environment and respect all aspects of diversity
• Successful candidate must demonstrate and value differences in others' strengths, perspectives, approaches, and personal choices
•Fluent in German and English