Your responsibilities will include:
- Conduct risk assessments and statistical analyses for key risk metrics, including the generation and dissemination of reports.
- Monitor portfolio concentration risks and maintain daily engagement with traders.
- Collaborate with Middle Office to identify key P&L drivers and assess the effectiveness of trading strategies.
You will need to have the following experience:
- 2–3 years of relevant experience in Market Risk, Quantitative Analytics, or Product Control within an Investment Bank, Trading House, or other Financial Institution.
- Solid understanding of risk metrics and methodologies, including VaR, SVaR, Expected Shortfall, Stress Testing, Liquidity Risk, and Funding Risk.
- Strong knowledge of financial instruments, including derivatives, Greeks, and options, with a particular focus on commodities such as European Gas, Power, LNG, Crude, and Distillates.
For more information, please contact Zoi at Marlin Selection and apply via the link provided.