Market Risk Analyst

2 days ago


Singapore Anglo American Full time
About the Role

This role involves assisting in market risk management and risk reporting support to the Risk and Marketing teams.

You will be responsible for producing Value at Risk (VaR) and other Market Risk measures, performing analysis for VaR and other Market Risk measures, and applying Python in automation tasks.

Main Responsibilities
  1. Produce VaR and other Market Risk measures, such as stress testing.
  2. Perform analysis for VaR and other Market Risk measures.
  3. Apply Python in automation tasks.
  4. Assist the Market Risk team in determining and validating forward curves.
  5. Generate risk reports, including P&L and Exposure/Position, using the implemented risk system.
Working Environment

The successful candidate will join the Market Risk and Reporting team within Marketing Risk, which is responsible for measuring and managing market risk with Marketing's equity and trading activities.


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