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Market Risk Analyst市场风险分析,大宗商品 ID170677
2.2-3.5万
人 · 本科 · 2年及以上工作经验 · 性别不限2024/11/25发布
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浦东新区

低价好房出租>>

耀龙路1359号晶耀前滩T1

公司信息
路易达孚(中国)贸易有限责任公司

外资(欧美)/150-500人

该公司所有职位
职位描述
Market Risk Analyst 市场风险分析员,大宗商品
Work Environment:
Louis Dreyfus Company is a world leader in processing agricultural products and merchandising a diverse range of commodities. Founded and based in Europe, Louis Dreyfus Company enjoys a strong regional presence in North and South America, Europe, Asia, the Middle East and Africa.
Louis Dreyfus Company operates with the drive of a young organisation, tempered and fueled by over more than 165 years of experience and expansion in the field of agricultural commodities. Today, with offices in more than 55 countries and approximately 18,000 employees, the Group stands strong, pragmatic and diversified, guided by a multicultural management staff devoted to its aims and its unique business model
Summary:
· Within this role, you will be in charge of producing, analyzing, reporting and improving positions, risk metrics and PnL analysis for the Grains and Oilseeds platforms. This position plays a leading role in designing, implementing and automating the market risk reports and processes as well as developing and maintaining Power BI reports. This will require a strong understanding of all aspects of market risk related to this region.
Main responsibilities

He or she will have the main following responsibilities:
· Risk reporting and process improvement:
· Work closely with the risk process and analytics team to improve practices.
· Collaborate closely with Middle Office to understand position and prices movements.
· Understand and transmit about our Chinese operations and in particular our physical assets and final consumer chain.
· Perform periodic stress test for the platform using different price and volatilities scenarios.
· Automate repetitive tasks and contribute to the development of the existing web-based dashboards (Power BI).

Risk analysis and analytics:
· Analyze and report market risk for the platform including: dissecting positions, extracting all underlying strategies and identifying relevant risks from various aspects (VaR; Liquidity; Country; Regulatory), being able to discuss it with the trading teams as well as the management, with the goal of pointing out potential risks ahead of occurrence.
· Build market risk PBI dashboard to highlight key risk positions and strategies.
· Support risk manager in building commodities price and price spread models.
· Work with risk system to implement price models into market risk system.
· Support risk manager in building analytics on minimizing VaR (e.g.: different products mix, basis position + futures hedge).
· Support risk manager in building key market risk indicators.
· Is interested and willing to learn / understand market movements and their drivers.
· Stay updated about relevant markets and news.

Experience
· 3-5 years of experience in commodities.
· Knowledge in agriculture products is a strong plus (preferably grains and oilseeds).
· Proven track record on project implementation.

Skills
· Some experience in Power BI tool and in coding in Python; SAS or R would be a strong plus. Alternatively, a strong appetite for learning.
· Able to lead system improvement projects from analysis to execution.
· Be willing to learn Market Risk and expand their knowledge on the subject matters.
· Keen to work in a global / multicultural team.
· Able to interact with different internal counterparties and offices.

Languages
· English (Fluent)
· Mandarin (Fluent)

Education
· Bachelor’s degree in a relevant field (Science, Engineering, Computing)

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