Market Risk Analyst with An Established Commodity Trading Firm

6 days ago


Singapore The Cap Consulting Group Pte Ltd Full time

**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);
- Driven, positive with a can do attitude. Hands-on.

Posted by: CAP Consulting (EA license: 14C7175)

Caroline Poh (EA Registration: R1105649)

Date Posted - 6 February 2025

**Job Types**: Full-time, Permanent

Schedule:

- Monday to Friday

Work Location: In person



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