Market risk analyst needed for front office commodities desk in tier 1 investment bank.

The bank is looking for a market risk analyst with experience in commodities to join an over achieving commodities team in Paris.
Their global team delivers consistent results and speed of execution to clients across multiple products, including complex derivatives, while managing significant market and credit risk.
The bank is looking to further build on its risk team's global success in the commodities trading market with this key hire.

The main responsibilities for this role are:
-Detailed analysis of the positions in portfolio and treated markets:
-Evaluation of cross commodity markets (Oil, Gas, Electricity, Coal),
-Study the relative the liquidity of the market and valuation of products,
-Analysis of particular deals and new products,
-Assessment of new limits and the regular review of the existing limits,
-Daily production and explanation of the analyses of risks (VaR, stress tests),
-Develop the methodologies of how risk is measured and procedures of follow-up of the risks,
-P&L and strategies across all commodity desks,
-VaR and risk measures/limits, volatilities and correlations,
-Validation of input parameters used in pricing models, scenario and stress testing, validation of forward curves used for position valuation.

The successful candidate is likely to have the following background and skills:
-Master degree level schools of engineer or business,
-Ideally completed by a 3rd cycle in financial markets or equivalent (POST-GRADUATE DIPLOMA or MASTER DEGREE of mathematics and finance ),
-Good knowledge in financial markets and\or market risks on derivatives,
-You have a robust mathematical base, and are interested in the quantitative aspects of financial products,
-Knowledge in Excel, Visual Basic and Access are also indispensable,
-Excellent communication skills to work with all areas of the business,
-A good capacity of writing and synthesis are necessary.

The position is an excellent opportunity for a market risk analyst to gain banking experience within commodities trading in a fast paced front office environment.

Please send all applications by mail.