My client are looking for a talented and motivated Analyst to work in their Commodities division as a Market Risk Analyst.
The following skills / experience is required:
* Excellent Commodities derivative product knowledge.
* Strong Market Risk experience.
* Proficient VBA & SQL skills. Openlink experience is desirable.
* Strong quantitative and problem solving skills.
Main responsibilities in the role:
* Document current market and liquidity risk reporting process. Propose and implement improvements.
* Validation and documentation of pricing and regulatory capital models and simulations (back testing, benchmarking documenting).
* Project work in relation to Market and Liquidity risks.
* Document and validate current stress testing reports.
* Data analysis for Market, Liquidity and credit VaR models.
Rate: Up to £350/day
Duration: 6 months +
If you are interested in this Market Risk Analyst (Commodities) position and meet the above requirements please apply immediately.