Front Office Risk Analyst Front Office Risk Analyst …

Selby Jennings
in London, United Kingdom
Permanent, Full time
Last application, 27 Nov 21
Negotiable
Selby Jennings
in London, United Kingdom
Permanent, Full time
Last application, 27 Nov 21
Negotiable
Summary: A Global Commodity Trading House in London is looking for a experienced and technical Risk analyst to join their growing Front office risk team, contributing rigorous risk analysis for the presentation to the executive team and benefit for the traders.

Responsibilities:

  • Interact with the traders across all trading desks, carrying out fundamental analysis, setting limts and challenging strategies.
  • Develop and maintain engines for calculating VaR, CaR and PFE.
  • Conduct an in-depth quantitative analysis across the risk and credit functions, ensuring the models and portfolios are performing as intended.
  • Responsible for reviewing, analysing and understanding what drives day-to-day price volatility, P&L and position make-up.
  • Report and Present findings from the portfolios under your responsibility to management and senior stakeholders within the business.

Qualifications:

  • A degree in Quantitative Finance, Mathematics, Physics, or other science disciplines
  • 2 years' experience working in a Front Office Risk or Trading position within a commodity trading house or Investment bank.
  • A strong understanding of risk calculation methodologies for linear and non-linear instruments including: VaR, back-testing, portfolio stress testing, and sensitivity analysis
  • Strong Coding and analytical skills in Python, R, VBA or SQL.
  • Strong Knowledge of the Energy market (physical & financial) - Gas, Power or LNG
  • Experience working with traders.
  • Strong knowledge of Option Valuation - exotics
  • Knowledge of trading instruments related to commodities - physical forwards, swaps, options, and other derivatives
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