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Market Risk Analyst with an established commodity trading firm

Salary undisclosed

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Simplified
  • 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);
  • Proficient in English and Chinese. (The Chinese language proficiency is required as the HQ of the co is in China and the candidate has to converse in Mandarin with his/her Chinese counterparts in China)
  • Driven, positive with a can do attitude. Hands-on.

To apply, pl send your cv in word doc to [email protected]. Pl also include details on your current salary, expected salary and notice period in your cv.

We regret to inform that only shortlisted candidates will be notified.

Posted by:

CAP Consulting (EA license: 14C7175)

Caroline Poh (EA Registration: R1105649)

Date ad is posted - 26 February 2025

  • 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);
  • Proficient in English and Chinese. (The Chinese language proficiency is required as the HQ of the co is in China and the candidate has to converse in Mandarin with his/her Chinese counterparts in China)
  • Driven, positive with a can do attitude. Hands-on.

To apply, pl send your cv in word doc to [email protected]. Pl also include details on your current salary, expected salary and notice period in your cv.

We regret to inform that only shortlisted candidates will be notified.

Posted by:

CAP Consulting (EA license: 14C7175)

Caroline Poh (EA Registration: R1105649)

Date ad is posted - 26 February 2025