Market Risk Analyst role with a Commodity Trading MNC

Employer
The Cap Consulting Group Pte Ltd, EA Licence No: 14C7175
Location
Singapore, Singapore
Salary
market range
Posted
Apr 28, 2021
Closes
May 28, 2021
Ref
10828928
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Market Risk Analyst role with a Commodity Trading MNC
  • Has about 2 to 4 years of relevant VAR and market risk exp gained in banking or commodity trading
  • Has programming exp (VBA, SQL, python)
  • Working experience with risk management, trading or sales and distribution systems.


Our client is a renowned commodity MNC.

For this role as a Market Risk Analyst, you will assist in the market risk management support to the Risk and Marketing teams, as well as supporting the related market data requirements.

TYPICAL TASKS

Risk Management (estimated around 2/3 of time)
  • Produce Value at Risk (VaR) and other Market Risk measures
  • Perform analysis for VaR and other Market Risk measures.
  • Perform back testing of risk calculations to ensure integrity of the reports produced.
  • Develop a suite of market risk reporting tools to express the risk being generated by different Marketing strategies.
  • Assist the Market Risk team in determining forward curves and Anglo Reference Price (ARP) formulas.
  • Provide support in developing and enhancing risk management framework, policies and procedures.


Market Data (estimated around 1/3 of time)
  • Using coding techniques to build and maintain price curves in DataGenic and Core
  • Provide support to the daily price feed process.
  • Requests new price feeds when required.
  • Drive standardisation and automation of processes and continual improvements.


Requirement:
  • A degree in a numerate field, e.g. computer science, mathematics, engineering, physics, or finance and economics.
  • Has about 2 to 4 years of relevant VAR and market risk exp gained in banking or commodity trading
  • Has programming exp (VBA, SQL, python)
  • Added quantitative certification such as FRM or CFA will be useful (but not a must)
  • Working experience with risk management, trading or sales and distribution systems.
  • Outstanding problem-solving skills.
  • Meticulous and good team player
  • Understanding of Market Risk techniques and concepts in a commodity environment.
  • Ability to work under pressure and tight deadlines in a trading environment
  • Excel, plus programming skills such as VBA, Java, Python and/or SQL is useful but not a must
  • Understanding of Options and pricing
  • Effective written and verbal communication skills; fluency in English (verbal and written) is essential
  • Familiarity with BI technologies (e.g. Tableau, Microsoft Power BI) is useful but not a must
  • Has strong communication skills


To apply, please send your cv in word doc to resume@cap-cg.com . Please 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 Posted - 22 Apr 2021

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