Senior Market Risk Analyst - Oil Senior Market Risk Analyst - Oil …

Selby Jennings
in London, United Kingdom
Permanent, Full time
Last application, 17 Jan 22
Negotiable
Selby Jennings
in London, United Kingdom
Permanent, Full time
Last application, 17 Jan 22
Negotiable
An Global Oil major is looking for an experienced Senior Market Risk Analyst to join their team. You will be playing a key role in the development of the middle office function.

Key responsibilities of the Risk analyst position:

  • Reporting of both physical and financial positions of physical Oil
  • Calculating the VaR for Oil and executing the stress tests.
  • Monitoring of P&L and market exposure for all physical books.
  • Working to maintain risk metrics, eg. VaR and Stress testing.
  • Responsible for supporting front office desks in their reaction to market risks and development of new products.

Key requirements of the Risk analyst position:

  • Exposure to market risk within an Oil or Gas company.
  • A sound knowledge of VBA, Knowledge of python is beneficial but not essential.
  • Experience of risk metrics such a VaR, Stress testing and Scenario Analysis.
  • Understanding of commodity options on physical assets including storage, swing, optimisation, optionally in physical oil terms.
  • Good Knowledge of the market risk/ product control role from trading companies or banks.
  • Willing to be based in London.
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