Junior Market Risk Analyst
Vor 3 Tagen
To support the Market Risk Team in the continued development of SOCAR Trading’s risk capabilities, we are looking for a Junior Market Risk Analyst.
About the Role:
- Take responsibility for the production and communication of core Market Risk metrics, including: Daily VAR reporting, Stress testing, Reporting and monitoring of Greeks exposure for option books, Reporting of daily P&L, position, and pricing.
- Support the Market Risk team in the development of new tools and valuation models.
- Provide support as necessary to the Middle Office team in the risk representation, positions, and P&L.
- Assess and monitor market liquidity, SOCAR’s utilization of open interest, and help adapt internal risk metrics to factor in liquidity risk.
- Assist in the production of reports to provide senior management with a clear view of trading performance/risk.
- Work with the technology team and Risk Control to enhance automation and use of the ETRM system.
- Assist on new deals risk assessment.
Qualifications:
MSc Degree or higher in a mathematical subject is required (subjects such as Mathematics, Computer Science, Physics or Engineering).
Required Skills:
Strong object-oriented programming skills in Python, VBA, or C++.
Preferred Skills:
- Market risk reporting, P&L, exposure, VAR calculation, sensitivities & Greeks.
- Oil, LNG, Gas, and emissions knowledge.
- Able to work independently.
- Strong communication skills.
- ETRM experience.
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