Market Risk Analyst
Core
Provide independent daily exposures, VaR reporting, and analysis while acting as a commercial partner to the trading front office.
Role type
Market Risk Analyst
Builds
Independent daily exposures, VaR reporting, and analysis
Domain
Energy trading and commodity markets
Deliverable
production ML models | dashboards & analysis
Required skills
Market risk modeling, Python, Excel/VBA, commodity trading fundamentals, derivative valuation, risk management frameworks
Preferred skills
Front Office experience, derivative accounting, fair value valuation, process transformation
Responsibilities
Understand trading strategies and provide independent challenge to Front Office; Run and administer market risk models and analytics; Coordinate solution development with Analytics and Technology teams; Contribute to market risk policies and procedures
Seniority
Mid-level, hands-on IC
