Market Risk Analyst
1 week ago
Key Responsibilities
Be responsible for the production and reporting of daily trading positions and management P&L, production and monitoring of daily trading P&L and volumetric exposure reports, post deal review and system reconciliation.
Enter inception P&L for all new trading strategies, and maintain the economics on these strategies from cradle to grave
- Independently justify the economics applied to each trading strategy.
- Apply forward curve on daily basis for physical and derivative markets to current position and to explain the impact on the trading P&L.
- 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.
- Analyse exposure and M2M profit and loss on physical/derivative portfolios
- Ensure all market price risk is captured and hedge actions executed.
- Assess implication of changes to future physical deliveries and report and discuss impact of hedge strategy
- Creation and maintenance of ad-hoc reports to assist in any area of position reporting /structure /hedging ( data integrity / trade entry / irregular business structures).
- Full responsibility for integrity of data in trading systems that is used to generate the above items
Key Relationships
- Deals Management, Physical/Derivative Traders, Operators, Finance Dept, Chartering Dept, Demurrage Dept, Deals Team
Knowledge and Skills & Abilities
Candidates preferably with at least 1-5yrs work experience with the following:
- MBA in Finance
- Degree in Engineering is desirable
- Should be meticulous and innovative
- Have reasonable market analysis skills
- Should be proficient excel abilities
- Familiarity with using multiple systems is a plus
- Strong organisationalskills
- Should have excellent English communication skills
- Ability to work in a fast paced high pressure environment
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