Market Risk Manager (LNG)

Group 29

Salary

COMPETITIVE

Stroke 1

Role Type

Permanent

Group 7

Location

London, UK

Our client is a leading Global Commodity trading company. 

The successful candidate will have demonstrable work experience as a Market Risk Analyst, and an understanding of the Gas, Power, LNG and/or Emissions trading markets. The successful candidate will benefit from a career in a fast-paced Commodity trading environment, with great exposure to traders and the Senior Management team.

  • Monitor, analyse and report market risk exposures
  • Ensure production of daily / weekly market risk control reports
  • Explain key movers of the Risk controls (i.e., VAR, stress test). Keep updated with market development and analyse the realised and potential impact on trading portfolio
  • Perform ad hoc analysis to identify risks and communicate to traders and senior management
  • Maintain code base (Python & VBA) related to key market risk processes
  • Conduct User Acceptance Tests (UAT) of product rollouts in cooperation with IT and Quants
  • Drive continuous improvement across market risk team.
  • Monitor trading limits and review transactions over established limits.
  • Challenging Front Office on limit breaches, pricing, and strategy.
  • Maintain and implement policies and procedures.
  • Any ad hoc duties that may be required from time to time.

EDUCATION, KNOWLEDGE, AND SKILLS REQUIRED:

  • Educated to degree/ Masters’ level (Statistics, Mathematics, Engineering, or similar), required
  • Experience in LNG or Power, Gas, Emissions required
  • Experience in market risk, preferred
  • Sound grasp of the principles and best practices relating to Market Risk management (such as VaR, Stress test, Option Greeks limits), preferably in a trading context
  • In-depth product knowledge of derivatives and associated pricing models
  • Good technical skills in Python, VBA & SQL, essential
  • Must be able to work effectively in a team, flexibly handling a wide range of potential issues
  • Comfortable with complex technical processes and analysis of large data sets
  • Good communication skills
  • Proactive and self-driven

APPLY TODAY

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