Analyst - Market & Risk Reporting
3 days ago
Company Description
You’re talented and adaptable. That’s why you’ll fit in.
The purpose of the Marketing BU is to sustainably maximise cash flows from the marketing of Anglo American products and services.
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.
Job Description
What you’ll do
Assists 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 TASKS
Safety, Health & Environment
We give our all to eliminating injuries because we value life and are unconditional about safety, health and well-being at work and at home.
Every Marketing Employee will spend time each quarter working on activity which supports Physical Health and Safety.
Performance & Delivery
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 (daily, weekly and monthly for senior management reporting) risk reports, including P&L and Exposure/Position, using the implemented risk system. Acts as the main focal point with traders and Finance on day to day issues, thus is responsible for creating solutions and maintain good customer relationships.
Analyse trading results, including P&L and volumes. The analysis can require a very high degree of technical competence, which requires advanced Excel and SQL knowledge.
Monitor compliance of Front Office activities with regards to the limit framework, and escalate when applicable.
Assist in the rolling out and UAT (User Acceptance Testing) of Risk system improvements.
Ad-hoc reporting as requested by the Marketing Risk and Reporting Manager or Head of Commodity Risk.
Compliance
Adherence to all Anglo American Group and Marketing policies and procedures, as well as observing proper standards of conduct relating to the role.
Comply with Anglo American Security and Operating Standards.
Qualifications
What we’re looking for
Bachelor's degree, preferably in numerate or finance field.
Greater than 2 years of professional experience in Risk.
Sound understanding of Market Risk techniques and concepts in a commodity environment.
Understanding of P&L and exposures/positions in a trading environment.
Ability to work with datasets/databases.
Ability to work under pressure and to tight deadlines in a trading environment.
Effective written and verbal communication skills; fluency in English (verbal and written) is essential.
Excel, plus programming skills such as VBA, Python and/or SQL.
Familiarity with trading, including the lifecycle of a trade.
Familiarity with Options.
Familiarity with BI technologies (e.g. Tableau, Microsoft Power BI).
How to apply
To apply for this role, please complete our online application form. You will have the opportunity to upload your CV and other relevant documentation as part of this process.
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