Job Description
A Senior Market Liquidity Risk Analyst responsible for identifying, measuring, and monitoring market and liquidity risk exposures in environmental commodities trading, supporting risk policies, and ensuring compliance through analysis, reporting, and risk modeling.
Key Responsibilities
- Identify, measure, monitor, and report market and liquidity risk exposures across trading desks and legal entities.
- Support the implementation of Group Market Liquidity Risk Policies to ensure alignment with risk appetite, regulations, and business strategy.
- Contribute to Value at Risk (VaR) calculations and analysis at various levels (book, desk, group).
- Measure open positions and liquidity limits at book and desk levels.
- Conduct scenario analysis and stress testing to evaluate tail-risk exposures.
- Collaborate with trading desks to understand trading positions, strategies, profitability, and cash flows.
- Maintain knowledge of market drivers in coordination with research and regulatory teams.
- Provide risk controls, challenge, and advice to trading desks to ensure risk management standards.
- Ensure daily valuation accuracy of trading assets, liabilities, and forward cash flows in trading systems.
- Track daily VaR, open positions, and unmatched trades; prepare risk dashboards and reports for risk committees.
- Ensure compliance with risk limits and escalate breaches or stress indicators as per policies.
- Collaborate with Treasury on liquidity reserves and margin forecasting.
- Contribute to the development and validation of risk models, including liquidity forecasting and reserve adequacy.
Requirements
- Bachelor's or Master's degree in Finance, Economics, Mathematics, or a related field.
- 5-7 years of experience in market risk, preferably within biofuels or other physical energy commodities.
- Strong understanding of Value at Risk (VaR), Mark-to-Market (MtM), liquidity risk, and derivatives (both OTC and exchange-traded).
- Proficiency in Excel, SQL, and risk systems.
- Support the development and validation of risk models, including liquidity forecasting and reserve adequacy.
- Contribute to Value at Risk (VaR) calculation and analysis at book, desk, and Group levels.
- Measure open position and liquidity limits at book and desk level.
- Conduct scenario analysis and stress testing to assess tail-risk exposures.
- Monitor and report on trading positions, strategies, book profitability, and cash flows in collaboration with trading desks.
- Work with Research, Fundamentals, and Regulatory teams to maintain knowledge of market drivers.
- Provide robust challenge, risk controls, and advice to the trading desk.
- Ensure trading systems show accurate valuations of trading assets, liabilities, and expected forward cash flows daily.
- Track daily VaR usage, open positions, and unmatched trades.
- Prepare daily, weekly, and monthly risk dashboards and emerging risk narratives for the Risk Audit Committee (RAC).
- Ensure compliance with defined risk limits across entities, products, and geographies.
- Collaborate with Treasury on liquidity reserve sufficiency and margin forecasting.
- Escalate breaches, anomalies, or liquidity stress indicators in line with policy protocols.
- Support continuous improvement initiatives in risk analytics and reporting frameworks.
- Familiarity with regulatory frameworks and enterprise risk management principles.
Benefits & Perks
Compensation/salary range not specified
Hybrid work schedule
Work environment with a diverse team of 450 professionals from 50 nationalities
Opportunities for professional development in risk analytics and reporting frameworks
Involvement in impactful environmental commodities trading and decarbonization strategies
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