Role Summary:
The Market Risk Analyst will work in a fast-paced trading environment requiring instantaneous analyses and generation of reports. The role is part of the Middle Office team involving Houston, Geneva, and Singapore.
The successful candidate will collaborate with various teams including Front Office, Operations, Back Office, Finance, Compliance, and Trading System to monitor market risk across energy commodity assets.
The ideal candidate will be responsible for calculating profits and losses, monitoring risks, and providing market risk control through accurate analysis, valuation, and reporting.
Key Responsibilities:
1. Analyze, model, and report market risk for all trading activities, assessing physical and financial trades, transportation, storage, options portfolio, and foreign exchange deals.
2. Develop and maintain risk reporting and analytical tools to communicate position, P&L, and market risk to traders and management.
3. Monitor timely deal capture, internal trading limits, and risk policy requirements to ensure transaction integrity in the trading system.
4. Design, develop, and implement new risk metrics and models, evaluating assumptions against fundamentals and communicating suggested enhancements for better valuation and risk quantification.
5. Provide critical thinking on risk reporting processes, commodity exposure, and forward price movements for TGP's multi-products trading activities.
6. Work closely with traders to quantify and explain risk sources in their portfolios, promoting innovative data leverage to manage risks.
7. Contribute to Trading Result/Position reporting to Senior management.
8. Support process improvement implementations, from system testing to desk-level process, and improve data flow across departments.
9. Identify and communicate operational risks, define mitigating measures, and priorities.
Requirements:
1. Master's degree or equivalent in Finance or Quantitative discipline.
2. Strong programming skills (Python/VBA/SQL) and visualization frameworks (PBI).
3. Minimum 2 years of experience in energy markets and commodity trading, with comprehensive understanding of risk management methodologies and valuation models.
4. Strong analytical and problem-solving skills, high numeracy, computer literacy, accuracy, efficiency, flexibility, and good interpersonal skills.