- Analyze and understand P&L, gaining insights into risk drivers through in-depth knowledge of markets, instruments, positions, and trading strategies across physical and financial commodities
- Write insightful P&L commentaries for management and participate in development of a framework to assess risk parameters under various market conditions
- Ensure stress-tests are adequate as market and trading strategies change, monitor risk concentrations, and on-boarding of new products
- Perform ad hoc analysis and respond to queries from portfolio management, compliance, legal, and other internal teams
- Proactively manage risk analysis including changes in VaR, tail exposure, and performance
- 3-5 years' experience within commodity trade support, model validation/pricing or risk management
- Strong technical knowledge of derivatives pricing, risk explain, and trading strategies, specifically covering Energy, Metals & Agriculture Commodities
- Proficiency in programming in Python, Perl, Excel/VBA, C++ and/or Matlab.
- Knowledge of risk methodologies, spreadsheet creation, stress testing and the ability to work independently are critical
- Desire to work in a dynamic, demanding environment.
- Ability to work under pressure of time and market, meet deadlines and collaborate with other departments is essential.
- Bachelors / Master's degree in Financial Engineering, Mathematics, Physics, Engineering, etc. within a top tier institution with excellent performance
For immediate consideration, please forward resume and contact details to: firstname.lastname@example.org
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
Ashton Lane Group® "A trusted advisor throughout your career"