Risk Reporting Specialist
6 days ago
The Market Risk and Reporting team within Marketing Risk is part of the 2nd line of defence of Marketing's activities.
The team is responsible for measuring and managing market risk with Marketing's equity and trading activities, as well as ensuring that all market risk exposures and mark to market P&Ls are known and monitored.
Market Risk activities include the production of a broad set of market risk metrics, regular interaction with Front Office, and to deliver the right message to Senior Management, traders and other parts of the business in a proactive manner.
Risk Reporting provides transparency into the financial exposure, the profit/loss results and risks being run in the different commodity trading and marketing portfolios.
This role involves assisting in the market risk management and risk reporting support to the Risk and Marketing teams, as well as supporting the related market data requirements.
Key Responsibilities:
- Produce Value at Risk (VaR) and other Market Risk measures, such as stress testing.
- Perform analysis for VaR and other Market Risk measures.
- Apply Python in automation tasks.
- Assist the Market Risk team in determining and validating forward curves.
- Provide support in developing and enhancing risk management framework, policies and procedures.
- Provide support to the daily price feed process and validation.
- Generate risk reports, including P&L and Exposure/Position, using the implemented risk system.
- Act as the main focal point with traders and Finance on day to day issues.
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