Trading Market Risk Analyst
Core
Monitor trading activities for compliance with Market Risk Management policies, independently identify and report trading exposures, P&L, and market risk for the Commercial organization's portfolio.
Role type
Trading Market Risk Analyst
Builds
Independent oversight of valuation, P&L, and market risk exposure for global trading activities
Domain
Energy trading and commodity risk management
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Market risk analysis, Value-at-Risk (VaR) modeling, stress testing, scenario analysis, trade integrity monitoring, financial instrument knowledge, derivatives valuation, SAP proficiency, data dashboard creation
Preferred skills
Option trading expertise, OTC swaps knowledge, structured products understanding, ETRM system usage, automation and system enhancement skills
Responsibilities
Deliver daily market risk insights and reporting on trading positions and risk limit utilization; Identify and resolve trade booking discrepancies and data integrity issues; Validate production data, inventory positions, and hedging signals with trading teams; Refine risk analytics methodologies and attest to liquid/illiquid curve calculations; Champion cross-functional initiatives for market risk capability automation and system improvements
