Senior (Energy)Market Risk Analyst

 

 

Work Location:  Hong Kong

 

Position Overview:

Our client is seeking a senior market risk analyst candidate, interested in a career in the field of Commodities Risk Management. The Senior Market Risk Analyst opportunity is available in the Risk Management Department of the Group.  The Market Risk team is engaged in a variety of tasks in market risk management and controls for the company’s fast growing and one of the most diverse mixes of commodities portfolio (agricultural, metals, and energy) and geographies around the world (Asia-pacific, Americas, Europe and middle-east).

 

Responsibilities:

 

• Produce routine risk reports such as risk exposure/ positions, VaR and limits monitoring.

• Analyze the drivers behind the changes in risk measures such as VaR and effectively explain to traders/management.

• Review and enhance existing models and processes; assist in the automation of existing analytics tools. 

• Help develop and maintain databases containing relevant market information (price, volatility and correlation) for analysis, valuation and benchmarking purposes.

• Assist with the implementation / integration of Risk System and VaR engine into the company’s business. 

• To review valuation methods and incorporating new products in risk report.

• Provide risk analysis in support of the company’s supply/trading and marketing efforts, such as liquidity (margin) risk, risks embedded in structured products as well as other risk related issues.

• To highlight areas of concerns and make recommendations in order to mange the “risk/reward” trade-off in the trading areas.

• To develop and assist in the implementation of the company’s various risk management policies.

• Assists in the maintenance and (when necessary) enhancements to risk management applications, models, and systems.
  
   

Requirements: 

 

• University graduate in Finance/Quantitative Analysis/Mathematics/Finance Engineering, postgraduate degree is a plus.

• 2+ years work experience as a market risk analyst or quantitative analyst ideally with exposure to Energy Trading - Electricity  and Natural Gas highly preferred.

• Working knowledge of Monte Carlo Simulation modeling and VaR methodologies.

• Working knowledge of financial instruments(futures, swaps, options), and commodity trading preferred.  

• Good knowledge in Macro, VBA, SQL etc.

• Experience with FEA, Allegro (or other trading and risk system) is an advantage.

• Excellent analytical skills and attention to detail.

• Excellent command of written and spoken English.

• Able to work independently and under pressure

 

Please forward on expressions of interest to ???@???.??? call ????? ????? on (??) ???? ???? for a preliminary confidential discussion quoting job ref rmr0906hkn.