Quantitative Risk Analyst

Group 29

Salary

COMPETITIVE

Stroke 1

Role Type

Permanent

Group 7

Location

Geneva, CH

Our client is a global energy & commodity trading group, with offices worldwide, and is one the leading trading houses in today’s commodity markets. The business continues to grow and diversify into new products, creating a very entrepreneurial and commercially driven environment to work in.

As a Risk Analyst, you will work closely with Back Office, Trade Support, Accounting, and Credit teams to support the business activities of the Front Office through production of risk breakdown and explanation of key positions. The ideal candidate for this position will have a passion for risk awareness and processes, a strong background in Quantitative Analysis, and a desire to learn more about global commodities markets.

PRINCIPAL DUTIES/RESPONSIBILITIES WILL INCLUDE BUT MAY NOT BE LIMITED TO:

  • Responsible for correct position and pricing reporting as part of Regional VaR publication.
  • Production of a daily VaR attribution, ability to produce a breakdown and explain key drivers – linear and non-linear portfolios.
  • Production of risk position breakdown and risk decomposition, all substantiated with commentary explaining key position, price, and volatility movements.
  • Manage and monitor the risk profile of the trading business in line with the agreed risk limits.
  • Interaction with traders in a challenging and growing environment.
  • Implement new controls: liaise with IT team to improve and enhance processes.
  • Supporting Front Office in new business activities by evaluating risks embedded in new business or complex transactions.
  • Liaise with back office/trade support/accounting/credit teams.

EDUCATION REQUIREMENTS:

  • 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.
  • High performing Quantitative Risk Analyst within commodities; Oil, Gas & Power, LNG etc.; ideally with 3+ years related experience.  
  • Prior experience in Hedge Fund, Oil Major, Commodity Merchant, Commodity Trading House or Bank; within a Quantitative Risk role.
  • Experience in coding in R/Python/SQL/VBA in quantifying model risk.
  • Strong commercial acumen and mindset.
  • Detailed knowledge of leading risk management techniques.
  • Computational skills: Excel & VBA + one of: R, Python, or Matlab.
  • Good knowledge of commodity derivative trading landscape including options
  • 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.

APPLY TODAY

Upload CV: