- Develop and maintain engines for calculating VaR, CaR and PFE.
- Conduct an in-depth quantitative analysis across the risk and credit functions, ensuring the models and portfolios are performing as intended.
- As a leader in the risk control team, you will oversee all market risk activities, including the preparation of daily, weekly and monthly market risk reports, including but not limited to Value at Risk (VaR), sensitivities (the Greeks), stress testing, risk capital calculations, etc.
- Provide support within the Market Risk team for the validation and development of risk models, including system testing and optimisation.
- Support digitalization and automation to smooth the flow of information across the business and to remove manual task.
- Leading the Market Risk Team, you will oversee the resourcing of the market risk activities and processes. The ability to manage, train / develop, coach and mentor the more junior members of the Market Risk Team will be critical.
- Ability to enhance and optimise the Internalsystem and developing the quantitative and reporting tools used by the Credit department, Market Risk, Finance and Front Office teams.
- Use a quantitative approach and analysis to support the risk control team on its methodologies – including limits (notional and vega), VaR back testing and assumptions.
- Prepare analysis as directed by the head of the team for consideration by the Risk Committee and/or New Business Committee
- Promote a culture of continuous improvement by leading, modelling and engaging in constructive challenge of existing processes. This includes looking at processes within the Market Risk Team, as well as shared processes and interfaces, collaboration and integration with Middle Office and Supporting Function teams.
- Key liaison with Commercial / Front Office (Trading and Origination), Middle Office Functions (Product Control, Credit Risk, Internal Control, Legal, Compliance & Contracts, Treasury, etc.) and Shareholder departments.
- Contribute to the design and implementation of a holistic risk control framework with focus on market risk
- Support a risk conscious culture and promote best practice controls within the organisation through interaction with commercial and control teams across geographies
- A degree in Quantitative Finance, Mathematics, Physics, or other science disciplines.
- 12 years' experience min. sitting in a similar position within a commodity trading house.
- Communication skills – dealing with counterparts, senior management, internal/external regulators.
- A background in risk management within an energy or commodity trading company, or Tier-1 investment bank.
- Detailed knowledge of Value-at-Risk, scenario analysis, back testing / stress testing, expected shortfall, and other market risk techniques.
- Knowledge of the market risk associated with physical commodities, traded and real option portfolios
- Exposure to both physical and financial energy markets. - LNG, Gas, Power and Carbon
- Knowledge of Allegro, FEA, Endur, Power BI, Matlab, SQL or other data analytics or quantitative analytics packages may be useful.
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Risk & Compliance Manager - Marketing
Found in: SonicJobs Direct Apply UK - 13 hours ago
Claremont Consulting London, United Kingdom Full timeRisk & Compliance Manager - Marketing · A leading tech company are looking for a Risk & Compliance Manager for the Marketing and Revenue & Trading teams with a key focus of supporting the business on regulatory and risk matters, in order to effectively manage the risk and compli ...
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Saxton Leigh Greater London, United KingdomJob Description · THE COMPANY: · Our client is a large successful international bank, devoting a long history of success across the global market, that have offices based in the City. · THE RESPONSIBILITIES: · Develop and maintain the Bank's market risk management policy suite f ...
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Found in: Ziprecruiter UK C2 - 4 days ago
ETRA Talent London, United KingdomJob Description · Hi Market Risk and Investment Risk Network (UK only), · We are actively seeking Market Risk / Investment Risk, Analysts, Managers and "Heads of" with strong almost quantitative technical background in all/different asset classes. · Whether you are actively looki ...
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Leadenhall Search & Selection London, United KingdomThe company: · Leadenhall Search & Selection are recruiting for a fast-growing boutique analytics consultancy with a global presence. The organisation are growing their new market risk team that provides solutions to leading investment and wholesale banks. · The role: · Our clien ...
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Keyrock London, United Kingdom Full timeKeyrock was founded in 2017 and has quickly grown from 3 to around 170+ people today. As an industry recognized liquidity provider and market maker, Keyrock is a leading European creator of algorithmic trading technology in the digital asset space. With VC backing and a constantl ...
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Leadenhall Search & Selection London, United KingdomJob Description · The company: · Leadenhall Search & Selection are recruiting for a fast-growing boutique analytics consultancy with a global presence. The organisation are growing their new market risk team that provides solutions to leading investment and wholesale banks. · The ...
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Market Risk Analyst
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Statera Talent London, United KingdomStatera Talent is recruiting a Market Risk Analyst on behalf of a market-leading Buy Side firm based in London. · You will sit on the trading floor and provide market risk insights, working closely with senior management and traders. · Responsibilities: · Conduct detailed anal ...
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Charles Levick Limited London, United KingdomAn Elite US law firm, ranked Band-1 by Chambers for Equity Capital Markets (ECM) advisory, are searching for experienced Associate to join the Equity Capital Markets division. · About the ECM Division: · Led by a hall-of-fame ECM lawyer, the division is renowned for its unparal ...
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ETRA Talent London, United KingdomHi Market Risk and Investment Risk Network (UK only), · We are actively seeking Market Risk / Investment Risk, Analysts, Managers and "Heads of" with strong almost quantitative technical background in all/different asset classes. · Currently working with several clients, across ...
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Director Market Risk
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KennedyPearce Consulting London, United KingdomAre you a Market Abuse, Surveillance or Compliance Monitoring Specialist with Financial Services experience? · Our client, a Fintech and trading brokerage, are looking to hire a Market Abuse Manager (no line management) with ideally at least 3 years' of previous trade surveillan ...
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Market Risk Analyst
Found in: Jooble UK O C2 - 4 days ago
Statera Talent London, United KingdomStatera Talent is recruiting a Market Risk Analyst on behalf of a market-leading Buy Side firm based in London. · You will sit on the trading floor and provide market risk insights, working closely with senior management and traders. · Conduct detailed analysis of risk measures ...
Head of Market Risk - London, United Kingdom - Selby Jennings
Description
Summary: One of the largest Utility-backed physical energy traders in LNG, Coal and Freight is looking to add an experienced Market Risk Manager to lead the Risk team in London. The Risk Specialist will support the business in all key risk management matters affecting the organisation, including working alongside the traders – both challenging and supporting them on their daily activities.
The Risk function forms part of our Middle Office and is responsible for the design of risk methodologies, implementation of suitable risk control frameworks and providing both qualitative and quantitative market risk analysis and risk control solutions.
Responsibilities:
Qualifications: