Beschreibung
Entreprise :
Our client, based in Geneva, is a commodity trading house.
Description du poste :
- Review positions and strategies, make sure prices and positions aligned properly by MO.
- Dissect reported p&l in alignment with pnl related to position and pnl not related to positions (eg:
crushing margin mark-to-market and mtm reverse, timing adjustment etc.).
- Support desks with VaR analysis for global product lines.
- Report and discuss with platform risk manager regularly on market updates in order to refine
market analysis.
- Support platform risk manager, in collaboration with risk system team to carry out the following
activities in order to support commercial hedging strategies:
- Update / refine / expand non-deterministic fundamental price modeling using ensemble weather
data.
- Evaluate option implied volatilities to identify optimal option hedging opportunity.
- Improve existing analysis on basis hedge strategies.
Description du profil :
* 5-7 years experience in similar role* Strong understanding of non-deterministic modeling and risk valuation methodologies.* Commodities experience, preferably in grains and oilseeds market (or other agriculture products)* Python experience required* Options experience required