Risk Analyst Commodities Ph.D.
Aufgaben
Contributing to the analysis and assessment of liquidity, financing and valuation risks arising from global trading activities in the commodities market.
Working closely with traders in the trading room and monitoring daily transactions from a quantitative perspective to ensure profitability, capital efficiency and a controlled level of risk-taking.
Ongoing support of trading decisions with the development of advanced quantitative models to price and manage derivatives, running capital and liquidity models.
Further development of quantitative tools and methods for the Quant Library in collaboration with the Trading, Finance, Credit, Compliance, Risk Management and IT teams.
Ensures robust risk assessment for every planned transaction.
Qualifikation
Ph.D. in a quantitative discipline.
Professional experience in commodities trading at a bank or within the commodities sector.
Experience with pricing and valuation for commodity business, e.g. oil & gas.
Familiarity with derivatives modelling.
Programming skills in Java, Scala, C++, Python, SQL, VBA, etc.
Analytical mindset with attention to detail.
Team-oriented and good communication skills.
Ability to manage multiple priorities, deadlines, and stakeholders as well as strong problem-solving skills.
Ability to explain complex quantitative concepts to traders.
German and English language proficiency.
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