Job Description
We are seeking a seasoned professional to oversee the risk-related activities of our Grains and Oilseeds platform.
The ideal candidate will have extensive experience in market risk management, including trading book analysis, strategy identification, and risk measurement using various models and techniques.
This role involves analyzing and reporting on all aspects of market risk, including understanding market dynamics, positions, strategies, back-testing, scenario stress testing, and engaging with internal stakeholders such as traders, platform heads, and management.
The successful candidate will be responsible for:
* Assessing positions, strategies, and risk exposures beyond Value-at-Risk (VaR), using stress tests and scenario analyses, and discussing potential risks and opportunities with the commercial team and management.
* Understanding asset positions and associated risks.
* Reviewing structured transactions and products, such as accumulators and physical assets, and developing new valuation tools.
* Monitoring adherence to trader mandates and limits.
* Collaborating with the Risk Systems team to improve practices.
* Managing limit breaches and assisting in setting risk capital.
The selected candidate will also coordinate with the Middle Office for the platform, focusing on enhancing processes like daily position and profit-and-loss (PnL) reporting and price verification oversight.
In addition, the successful candidate will handle all audit-related inquiries and process reviews, and lead and mentor a team of analysts and regional risk managers.