Senior Specialist - Market Risk
Core
Detect, quantify, and communicate potential risks within trading activities; ensure accurate deal valuation and exposure reporting for the Market Risk department.
Role type
Senior Specialist - Market Risk (IC)
Builds
Daily P&L/Risk reports, trade performance slide packs, and risk analysis for senior management.
Domain
Energy trading (crude oil, LNG, natural gas, power) and financial risk management.
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Value at Risk (VaR) modeling, stress testing, sensitivity analysis, Mark-to-Market (MtM) curve management, SQL, VBA, Advanced Excel, financial derivatives knowledge, commodity market understanding.
Preferred skills
Python, Power BI, Spotfire, QlikView, Six-Sigma, Openlink Endur, FIS Aligne, Alteryx.
Technologies
SQL, VBA, Excel, Power BI, Spotfire, QlikView, MATLAB, Oracle, Openlink Endur, FIS Aligne, Alteryx.
Responsibilities
Monitor exposure limits within the Trading Control Framework; prepare weekly/monthly trade performance reports; resolve trading system curve errors; liaise with business users and technical support; lead short-deadline projects; perform ad-hoc analysis on trading risk databases.
Seniority
Senior, hands-on IC
