Senior LNG Market Risk Analyst

  • Location

    London, England

  • Sector:

    Finance & risk

  • Salary:

    £80000 - £100000 per annum

  • Job ref:

    J6295_1549375269

  • Published:

    17 days ago

  • Expiry date:

    07/03/2019

  • Start date:

    ASAP

  • Consultant:

    Sarah Stott

OVERVIEW
Our client are looking for a Senior LNG Market Risk Analyst to join their Market Risk & Middle Office Team to evaluate all market risks the business is exposed to with a specific focus on London Books.

DUTIES AND RESPONSIBILITIES
Responsibilities will include running local and regional VAR numbers, valuing options/greeks exposure, evaluating the performance of trading strategies and contributing to the enhancement and development of their market risk infrastructure. The Senior Market Risk Analyst will work alongside the Middle Office Team, and also be involved in the production of daily Position & PnL reports.

Core Responsibilities:-
Produce daily VAR numbers for the London Trading Team, and cover other regional locations as required;
Provide daily breakdown of options exposure and produce PnL explained by greek reports;
Support the development of other risk metrics including stress-testing and liquidity analysis;
Assist in the production of reports to provide senior management with a clear view of trading performance/risk;
Provide support as necessary to the Middle Office team in the reporting of daily PnL and positions to the front office;
Support the risk manager in the evaluation of new projects, new business, and any other analysis required by the business.

REQUIREMENTS
At least 2-3 years in an LNG focussed risk role.
Strong experience in Market risk reporting and analysis.
Good knowledge of VAR calculation, sensitivities & Greeks.
VBA programming.

PREFERRED
Other programing languages (C# for example)
Exposure to LNG and/or NatGas risk reporting.
Exposure to Freight Trading and risk reporting.
Experience building stress-testing and risk evaluation tools.

REMUNERATION
£80k-£100k pa plus bonus and benefits