Market Risk Analyst with an established commodity trading firm
2 weeks ago
- Around 1 to 3 years of relevant market risk/ middle office/ product control exp gained in a commodities trading environment.
- Exposure to oil and LPG is useful (but not a must)
- Open to doing a risk role covering market risk mainly (estimated to be around 80% of the time) and some credit risk function (estimated around 20% of the time).
Our client is an established commodity trading firm based in town. For this firm, the employees work 100% from office. It is now hiring a Risk Analyst reporting to a seasoned market risk manager. This role covers market risk estimated around 80% of the time, and credit risk about 20% of the time.
For this role, you will perform the following job scope:
Responsibilities
- Perform Middle Office function such as trades and curve validation;
- Understand concept of mark-to-market (Mtm) on physical commodity and derivative products;
- Perform Profit and loss (Pnl) substantiation for both paper and physical exposure;
- Generate portfolio risk exposure and Daily Mtm Pnl for both paper and physical portfolios;
- Calculate and analyze daily risk report valuations including value at risk, stop loss, portfolio position and credit exposures and assess validity of values given knowledge of portfolio and market change;
- Monitor trading limits and market risk of trading portfolio and hedging strategies;
- Perform stress testing and scenario analysis.
- General ad hoc analysis and reporting
Requirements
- Degree in Finance/Economics/Statistics/Engineering with strong quantitative/mathematical background;
- Professional risk qualification will be added advantage but this is not a must
- Around 1 to 3 years of relevant market risk/ middle office/ product control exp gained in a commodities trading environment.
- Exposure to oil and LPG is useful (but not a must)
- Open to doing a risk role covering market risk mainly (estimated to be around 80% of the time) and some credit risk function (estimated around 20% of the time).
- Has strong understanding in trading lifecycle front-to-end and physical/financial instruments (ie. Swap, future, option);
- Analytical and meticulous;
- Problem solver and able to perform under tight deadline;
- Strong interpersonal skills;
- Both independent and a team player;
- Positive and strong sense of responsibility;
- Strong computer skills (Office, VBA, SQL);
- Proficient in English and Chinese. (The Chinese language proficiency is required as the HQ of the co is in China and the candidate has to converse in Mandarin with his/her Chinese counterparts in China)
- Driven, positive with a can do attitude. Hands-on.
To apply, pl send your cv in word doc to resume@cap-cg.com. Pl also include details on your current salary, expected salary and notice period in your cv.
We regret to inform that only shortlisted candidates will be notified.
Posted by:
CAP Consulting (EA license: 14C7175)
Caroline Poh (EA Registration: R1105649)
Date ad is posted - 26 February 2025
Tell employers what skills you haveCommodity
Hedging
Market Risk
Middle Office
Interpersonal Skills
VBA
Consulting
Stress Testing
Team Player
Credit Risk
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