Market Risk Commodity Manager

Full Time

International Banking Client

Office Status: Hybrid

How You’ll Succeed:

  • Recommend appropriate risk limits and ensure processes are in place to monitor against limits.
  • Review that the line of business activities fall within pre-established boundaries and expectations or concerns are escalated for management review.
  • Ensure the integrity or risk measurements and limit monitoring, resolve violations of market and credit risk limits and monitor linkage of Trading P&L to risk appetite. Review market risk limits on an ongoing basis.
  • Analyze and report on the ongoing risk profiles of specific parts of the Commodities business, maintaining a continuous awareness of issues affecting the risk management of these markets.
  • Work with infrastructure partners in the onboarding of new products and their attributes, including risk assessment and capture.
  • Work closely with different parts of CMRM to facilitate effective dissemination of timely and accurate market risk information to Senior management.
  • Work closely with technology and Business Support groups in ensuring continued development of comprehensive risk capture processes, taking a lead role in ensuring the integrity of market and risk data.
  • Perform User Acceptance Testing for new initiatives in methodology changes, risk measures and new programs.
  • Work closely with CMRM quantitative analysts to develop/enhance portfolio risk and stress test modeling.
  • Monitor global macro market environment, reporting on the impact of market events on current portfolios
  • Communicate technical, analytical and conceptual information regarding market measurement/methodology to various internal stakeholder throughout the organization on a daily and weekly basis.

Job Requirements:

  • Practical risk management and/or trading experience in commodity markets, such as oil/gas, base, precious metals, power or carbon trading.
  • Familiarity with methodologies for quantifying and analyzing market risks; good knowledge of relevant systems/programming issues.
  • Knowledge of VAR and PFE methodologies
  • Familiarity with methodologies for quantifying and analyzing market and credit risks and knowledge of exchange traded and OTC derivative products and corresponding regulatory capital framework
  • Demonstrated interest in markets and macro trends and the ability to assess impact on client portfolios
  • Strong interpersonal and communication skills with particular ability to translate technical complex issues for a variety of audiences. Excellent negotiation and mediation skills are highly desirable.
  • Undergraduate degree in a quantitative discipline preferred (Mathematics, Engineering or Computer Science)
  • Highly proficient Excel skills as well as knowledge of Python, VBA, and/or other programming languages a plus.
  • Self-motivated and flexible approach.
  • Strong attention to detail and ability to focus on macroscopic view. Able to work independently and as part of a team.
  • Able to effectively manage multiple projects of varying complexity.
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