Responsibilities
- Produce daily PNL and other risk reports
- Ensure that risk limits are adhered to
- Assist in implementing new limits/reallocating existing ones
- Keep up to date with current LNG market and trends
- Help Front Office with new products
- Maintain strong relationship with front office, back office, and IT.
Requirements
- MSc in Economics, Statistics, Physics, Engineering, or Finance
- Relevant experience in market risk/product control
- Knowledge of derivative markets
- Strong knowledge of LNG
- VaR and other stress testing knowledge/experience
- MatLab & SQL preferred but not required