Description
A Senior Credit Risk Analyst is required for a London-based multi-commodity corporation. The role will be to provide cover for an initial 6 month basis. Experience within Oil, Gas, Power and Softs is essential.
Key Responsibilities
The successful individual will support the Commodity Risk Manager for the following:
- Develop and continuously improve analytics and reports to monitor the commodity risk exposure on a consolidated global basis across different regions and spend categories to provide insight and drive decision making
- Enhance performance measurement capabilities in commodity risk management
- Run back-tests to evaluate the performance of hedge strategies and to test the effectiveness of the risk policy/guard rails
- Develop basic framework for fundamental analysis
- Identify opportunities to improve the commodity hedging and spend through a better selection of hedging instruments and strategies
- MTM financial commodity hedges
- Derive pricing models for basic commodity derivatives for price negotiations
Skills Required
- Strong excel skills, basic programming knowledge in VBA and/or other analytical software tools
- Experience in commodity trading and risk management
- Strong excel skills, basic programming knowledge in VBA and/or other analytical software tools
- Understanding of derivative pricing (futures, simple options) and portfolio management theory
- Understanding of commodity (derivative) pricing and fundamentals
Please send your CV to Andre or call.