Beschreibung
Critères de l'offre
* Métiers :
* Risk Manager
* Expérience min :
* 3 à 21+ ans
* Lieux :
* Geneva
* Conditions :
* Permanent contract
* Full Time
Critères de l'offre
* Métiers :
* Risk Manager
* Expérience min :
* 3 à 21+ ans
* Lieux :
* Geneva
* Conditions :
* Permanent contract
* Full Time
## L'entreprise : Michael Page ##
Our client, based in Geneva, is a commodity trading house.
Voir toutes les offres de Michael Page
## 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