We are looking for a Risk Analyst to join our client's LNG market risk team, providing daily performance and market risk analysis for the trading unit and will work very closely with the traders and the other parts of the business.
The team provides real-time front-line control and management information for management, and traders. This includes daily PNL & risk reporting, ad hoc risk analysis. The role also involves participating projects in improving the ETRM system. Because of the unique position of the team in the middle of the business commercial activities, the team will also support broader commercial activities. The Singapore team will as well be asked to assist other Risk functions in different time zones ensuring that system information is correct and available for european opening.
KEY RESPONSIBILITY AREAS
- Prepare and review of daily PNL and risk reports and follow up any issues with relevant teams
- Ensure that all risk limits are adhered to and assist in implementing new limits when necessary
- Assist in identifying the significant risk within the business, ensuring that they are transparent to senior management
- Maintain a good knowledge of the current LNG markets
- Support front office in new products and non-standard products approval
- Assist in defining forward curve methodologies for accurate mark to market and fair value reporting
- Develop and maintain strong business relationship with different functions, e.g FO, BO, IT, Planning & Control;
This position reports to the Power, LNG & Emissions Middle Office Manager and has the following main interfaces:
- INTERNAL: Front and Back Office, IT, other Middle Office units; Operations, Planning & Control, Finance;
- EXTERNAL: Brokers; relevant industry contacts
- University degree numberical discipline prefered;
- Relevant experience in a market risk/ product control role from trading companies or banks;
- Strong knowledge of derivatives trading;
- Strong knowledge of LNG markets and what drives them
- Advanced knowledge of risk metrics such as VaR, stress testing, scenario analysis;
- Knowledge of ETRM systems would be an advantage (specifically Endur).
- Strong and solid knowledge of MS Office suite including excellent Excel and VBA skills, Matlab & SQL knowledge a plus
- Full command of English language (spoken and written).