OVERVIEW
Senior Market Risk Analyst for leading global commodity company, based in their London office.
DUTIES AND RESPONSIBILITIES
Modernising the company's stress tests and risk management tools (including exposure reports) - developing the framework, tools and procedures
Liaising with traders and management to design the adequate stress tests
Explain, analyse and report on a daily basis stress test
Continuously improving the stress tests
REQUIREMENTS EXPERIENCE
Experience with stress tests and VaR is a must
Strong quantitative skills
3 to 5 years with a bank or trading house
Commodities or interest rate background (oil & gas is preferable)
Coding knowledge : VBA and Python (preferable) or SQL
REMUNERATION
Up to £90k
