Posted 17 days ago
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The Deals Desk Risk Analyst will monitor and analyze market exposure, mark-to-market P&L and VaR for physical and derivative oil portfolios, producing daily commentary for management and traders. The role involves constructing forward curves, assessing hedging strategies, performing post-deal P&L variance analysis, and reconciling front and mid office systems. The analyst will also create and maintain ad-hoc reports to support position reporting, data integrity and irregular business structures in a fast-paced trading environment.
- Compensation
- Not specified
- City
- Singapore
- Country
- Singapore
Currency: Not specified
Full Job Description
Key Responsibilities
- Analyze exposure and M2M profit and loss and VaR on physical/derivative portfolios
- Produce daily commentary for management / traders to explain the change in the trading profit and loss due to market changes/ change in estimated vs actual economics for each deal
- Ensure all market price risk is captured and hedge actions executed
- Construction of forward curve for physical and hedge M2M purposes with ability to explain and justify methodology used
- Assess implication of changes to future physical deliveries and report and discuss impact of hedging strategies.
- Post deal P&L review and variance analysis, analyze and investigate all trading P&L estimates
- Producing variances reports and supporting commentary
- Reconciling front and mid office systems
- Creation and maintenance of ad-hoc reports to assist in any area of position reporting / structure / hedging ( data integrity / trade entry / irregular business structures )
Knowledge, Skills and Abilities
- Degree holder with 2 years of working in a commodities risk reporting role
- Knowledge of physical / derivative oil markets and underlying structures and instruments
- Knowledge of physical oil logistics
- Meticulous and innovative
- Strong analytical skills
- Proficient in Microsoft Excel
- Familiar with using multiple systems
- Strong organizational skills
- Excellent communication (written & oral) skills
- Ability to work in a fast-paced high pressured environment
