Market Risk Specialist

Commodities and Renewable Energy
10 September, 2020

Offered Salary

$Salary will commensurate with relevant experience

Experience

5 years

Qualifications

Bachelor’s Degree

Location

Central, Singapore

THE ROLE

  • Produce daily Market Risk analysis on the total company’s trading portfolio
  • Develop the company’s physical and paper commodity market strategies
  • Manage the daily VaR process including ad hoc scenario analysis – including pre deal analysis
  • Develop a detailed understanding of the structuring and pricing of complex deals within the company’s portfolio including the construction and validation of exotic parameters
  • Calculate Market Risk Capital metrics for the company’s portfolio
  • Validate complex MtM and pricing curves for physical commodities
  • Maintain and improve market risk/ pricing tools into the trading system

REQUIREMENTS

  • Bachelor’s Degree in Economics, finance or quantitative element
  • Around 5 years’ relevant experience in a Market Risk or Risk Management environment in commodity trading or corporate financial institutions
  • Strong data analytics skills
  • Proficient in FEA, VBA, SQL, Python, R, or Matlab

Your profile will not be disclosed to any client without your permission. We regret that only shortlisted candidates will be notified.

Job Application

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