Manager Quantitative Commodity Market Risk
Tasks
- Automate reporting with Python
- Build data visualizations with Power BI
- Collaborate with cross-functional teams
- Communicate enterprise risk insights
- Conduct stress testing and scenario analysis
- Decompose profit and loss
- Deliver daily market risk reporting
- Develop risk reporting tools
- Ensure FEA VaR integrity
- Explain MTM VaR and at risk metrics
- Maintain pricing data warehouse connections
- Monitor market risk metrics and limits
- Monitor policy non compliance events
- Perform VaR simulations
- Perform market risk assessments for new initiatives
- Recommend commodity desk authorities and limits
- Support SOX documentation and controls
- Support risk policy approvals
- Validate VaR model accuracy
- Validate valuation controls and price curves
Perks/Benefits
- Compressed work week
- Employee and family assistance program
- Flexible benefits plan
- Flexible work hours
- Hybrid work model
- Paid Holidays
- Paid Maternity Leave
- Paid parental leave
- Paid time off
- Retirement savings plan
- Wellness program
Skills/Tech-stack
Backtesting | Calendar Spread Options | Curve validation | Data Warehouse | Endur | Energy Trading | Energy trading and risk management | Mark to market | Market Risk | Market Risk Limits | Monte Carlo | Monte Carlo Simulation | Openlink | Options valuation | Power BI | Price Curve Validation | Pricing Data Warehouse | Pricing data | Probability statistics | Profit and Loss | Profit and Loss Decomposition | Python | Risk Limits | Risk Management | SQL | Scenario Analysis | Spread Options | Stress Testing | Trading and risk management | Valuation controls | Value-at-Risk | ZEMA
Education
Bachelor of Arts | Bachelor of Engineering | Bachelor of Science
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