Senior Risk Analyst

Responsibilities

• Analyse exposure and M2M profit and loss and VaR on physical/derivative portfolios
• Produce daily commentary for board of directors /traders to explain the change in the trading profit and loss due to market changes/ change in estimated / actual economics for each deal
• Ensure all market price risk is captured and hedge actions executed
• Construction of forward curve for physical and hedge M2M purposes with ability to explain and justify methodology used
• Assess implication of changes to future physical deliveries and report and discuss impact of hedging strategies.
• Post deal P&L review and variance analysis, analyse and investigate all trading P&L estimates
• Producing variances reports and supporting commentary
• Reconciling front and mid office systems
• Creation and maintenance of ad-hoc reports to assist in any area of position reporting /structure / hedging ( data integrity / trade entry / irregular business structures)
• Knowledge, Skills and Abilities
• Master's degree holder in Finance or a related field
• 2 to 3 years' of experience in a Gasoline focused risk reporting role in a top trading house
• In-depth knowledge of physical / derivative oil markets and underlying structures and instruments
• Must have in-depth knowledge of the pricing mechanism of all Eastern and European Gasoline markers, including Option (derivatives) trading strategies and calculations
• Knowledge of physical oil logistics
• Meticulous and innovative
• Strong analytical skills
• Proficient in Microsoft Excel
• Familiar with using multiple systems
• Strong organisational skills
• Excellent communication (written & oral) skills
• Ability to work in a fast-paced high-pressured environment

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