Market & Credit Risk Management
- Oversee daily P&L, mark-to-market (MTM), and exposure reporting for trading desks.
- Validate data accuracy and ensure timely escalation of breaches or anomalies.
- Monitor trading positions and exposures across physical and paper portfolios.
- Conduct Value-at-Risk (VaR), stress testing, and scenario analyses to quantify exposures.
- Set, review, and maintain trading and counterparty limits in line with risk appetite.
Risk Analytics & Systems
- Enhance reporting tools and automate processes using Excel VBA, SQL, or Python.
- Collaborate with IT and Finance to improve ETRM systems and data workflows.
- Develop dashboards and models to support risk reporting and trading insights.
Governance & Reporting
- Prepare daily and periodic risk reports for senior management and traders.
- Support credit reviews, counterparty assessments, and KYC onboarding.
- Provide clear risk commentary and recommendations for decision-making.
- Ensure compliance with internal risk frameworks and external regulatory standards.