Senior Specialist - Market Risk
Core
Detect, quantify, and communicate potential risks within trading activities; ensure accurate deal valuation and exposure reporting for the Market Risk department.
Role type
Senior Specialist - Market Risk (IC)
Builds
Daily P&L/Risk reports, trade performance slide packs, and risk analysis for senior management.
Domain
Energy trading (crude oil, LNG, natural gas, power) and financial risk management.
Required skills
Value at Risk (VaR) modeling, stress testing, sensitivity analysis, Mark-to-Market (MtM) curve management, SQL, VBA, Advanced Excel, financial derivatives knowledge, commodity market understanding.
Preferred skills
Python, Power BI, Spotfire, QlikView, Six-Sigma, Openlink Endur, FIS Aligne, Alteryx.
Technologies
SQL, VBA, Excel, Power BI, Spotfire, QlikView, MATLAB, Oracle, Openlink Endur, FIS Aligne, Alteryx.
Responsibilities
Monitor exposure limits within the Trading Control Framework; prepare weekly/monthly trade performance reports; resolve trading system curve errors; liaise with business users and technical support; lead short-deadline projects; perform ad-hoc analysis on trading risk databases.
Seniority
Senior, hands-on IC
