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Senior Market Risk Analyst

Michael Page
Geneva, CH
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  • In collaboration with Market Risk teams, developing and maintaining asset-backed risk owned models e.g., storage or pipelines used in the trading books ensuring they fairly represent the inherent risk in the portfolio.
  • Manage analysis of P&L changes and market moves for reports.
  • Manage the market risk daily tasks : VaR, exposure, MtM, ad-hoc analysis stress tests.
  • Run the data management and data accuracy.
  • Participation in the development of the market Risk system development and upgrade.
  • Bachelor or Master degree in a related field.
  • 5 to 8 years of experience in Market Risk in commodities (open to soft, energy, grains etc.)
  • Excellent knowledge of Python, VBA, Excel, SQL coding.
  • Perfect command of English.
  • Risk Management qualification a plus.

International environment in the commodity trading sector.

Vor 11 Tagen
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