Market Risk Analyst

About the Role

An international commodities trading company based in Dubai is looking for a Market Risk Analyst to become a vital part of their Risk team. The candidate will report directly to the Head of Risk and will be instrumental in evaluating, tracking, and communicating market risk related to the trading portfolio while aiding the company's growth.

Key Responsibilities

• Develop and maintain the market risk framework, including Value at Risk (VaR), stress testing, and scenario analyses to assess risk exposure.
• Oversee monitoring of trading positions to ensure adherence to predefined risk limits.
• Collaborate closely with the Product Control department on valuation techniques and independent price verification processes.
• Support the introduction and integration of new trading products and entry into new markets.
• Assist with liquidity risk assessments alongside Treasury and contribute to counterparty exposure analysis with Credit Risk teams.

Required Qualifications and Experience

• Minimum of five years’ experience in Market Risk or Product Control within a commodities trading context.
• Comprehensive knowledge of market risk concepts including VaR, stress testing, and related methodologies.
• Proficient in advanced Microsoft Excel; familiarity with SQL and Python is considered a plus.
• Excellent communication abilities to effectively engage with traders and senior company stakeholders.