Market Risk Manager - Commoditiets

Responsibilities

• Deep understanding of market environment, risks, and opportunity set
• Daily risk analysis on client positions including VaR, Sensitivity Analysis & Stress Testing.
• Production of daily and periodic risk reports and distribution to relevant stakeholders.
• Comprehensive risk and opportunity set reporting and analyses
• Business performance analyses including trader and investment process evaluations
• Ensure excellence across the investment process lifecycle
• Identify and execute on opportunities to optimize the trading portfolio
• Work with traders to help them better manage risk and maximize the opportunity set
• Work with commercial leadership to identify and execute on new business opportunities
• Interview and evaluate new commercial talent

Qualifications

Education:

• Minimum Bachelor's degree in Business, Economics, Engineering, Mathematics, Operations Research, Computational Finance, Statistics, or related field of study.
• Ideally Masters/PhD in a Quantitative discipline.

Experience/Skills:

• Prior experience in Hedge Fund, Oil Major, Commodity Merchant, or Bank
• Strong commercial acumen and mindset
• Detailed knowledge of leading risk management techniques
• Computational skills: Excel & VBA + one of: R, Python, or Matlab
• Mastery of commodity derivative trading landscape including options and futures
• Experience designing and building analytical tools and risk measurement models
• Experience using mathematical methods to conduct in depth statistical analysis
• Experience evaluating performance of significant risk takers
• Strong communication skills and ability to effectively interact with senior executives
• Ability to succeed in a high pressure environment