Manager Quantitative Commodity Market Risk
Tasks
- Analyze day over day mark to market changes
- Automate risk reporting processes
- Collaborate cross functionally with trading accounting and enterprise risk
- Conduct stress testing
- Create risk data visualizations using Power BI
- Develop risk reporting tools
- Ensure FEA Value at Risk integrity
- Improve valuation controls
- Lead daily risk reporting
- Lead market risk assessments for new initiatives
- Maintain SOX documentation and requirements
- Maintain pricing data connections
- Manage Value at Risk model accuracy
- Manage open position valuation
- Monitor at risk metrics
- Monitor policy non compliance events
- Perform P and L decomposition
- Perform Value at Risk simulations
- Recommend risk policy approvals
- Run complex scenario analysis
- Validate data connectivity
- Validate price curves
Perks/Benefits
- Employee assistance program
- Flexible benefits
- Hybrid work model
- Paid Maternity Leave
- Paid parental leave
- Paid time off
- Retirement savings plan
- Wellness program
Skills/Tech-stack
Backtesting | Curve validation | Data Connectivity | Energy Trading | Energy trading and risk management | GMaR | Mark to market | OpenLink Endur | Option valuation | P and L | P and L Decomposition | Power BI | Price Curve Validation | Pricing Datawarehouse | Probability and statistics | Python | Risk Limits | Risk Management | Risk Metrics | SOX Compliance | SQL | Scenario Analysis | Stress Testing | Trading and risk management | VAR | Valuation controls | Value-at-Risk | ZEMA
Education
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