Job Responsibilities
Maintain knowledge of market conditions
Generate risk and metric calculation
Maintain knowledge of VaR and stress analysis
Perform ad hoc analysis
Job Requirements
Experience in a Market Risk function with a commodity trading house or bank
Knowledge of risk metrics (VaR, scenario analysis, stress test)
Financial hedging knowledge (Oil, gas, power, or LNG)
Knowledge of shipping commodities
Endur or ICTS
VBA efficiency required