Market Risk Manager

7 days ago


Singapore Aurex Group Full time

Aurex Group SingaporePosted 3 hours ago Permanent Per Annum
- We are working with a Global Commodities Trading company to hire a Market Risk Manager based out of Singapore.
- Responsibilities:
- Ensure day-to-day risk management activities are executed in a controlled and professional manner.
- Manage daily position and P&L reporting, working closely to support traders.
- Manage the trading desk's exposure and calculate Value at Risk (VaR).
- Work on validation matters, including stress testing and backtesting.
- Ensure adherence to all risk limits and assist in implementing new limits when necessary.
- Understand the trading strategies, pricing exposures, and P&L generated by the trade book.
- Execute market risk controls and contribute to the design of new controls for new businesses/deal types.

**Requirements**:
- At least 5 years of relevant experience as a Market Risk Analyst in a commodity trading setup.
- Degree in a quantitative discipline, preferably in Engineering, Computer Science, Business, or a related field.
- Strong coding skills (VBA, SQL, Python, Database, C#, AngularJS, etc.).
- Relevant experience in the Gas & Power or Oil industry preferred, with a background in derivatives or physical trading advantageous.
- Ability to perform under tight deadlines in a fast-paced trading environment.
- Strong interpersonal and communication skills, with an ability to build and maintain positive stakeholder relationships.- EA 18S9493 | R2095827
- Job ID 3669192



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