Top tier trading house is seeking to recruit a VaR Manager to Chief Risk Officer level to work within their Agricultural Division in Rotterdam. The successful candidate will be responsible for creating and calibrating the appropriate risk measures and be able clearly and logically to present the methodology that supports the risk calculation. The responsibilities will include;
" Advising on quantitative and modelling issues to help maximise value, and control risk exposure.
" Ability to use and understand trading concepts and demonstrate familiarity with the Agricultural products markets or similar commodity markets to identify the main influences that drive changes in prices and price relationships
" Ability to share with the team the responsibility to calculate and report daily risk analysis on trading books
" To undertake assessments of a wide range of transactions, carrying out modelling and analysis as necessary
" To advise upon and directly contribute to ongoing system and model development for the measurement of risk, and carry out model reviews to help ensure best practice is followed
To be considered for this key position, applicants must possess exceptional analytical and Excel / VBA skills with strong academics. Solid experience within risk gained within an agricultural / soft commodity environment is also required. Candidates will be expected to demonstrate effective communication skills and a robust character with the ability to challenge perceptions and ideas, understand others' perspectives and convey complex concepts to people working at all levels.
This vacancy is being advertised by Montpellier Resourcing Limited. The services advertised by Montpellier Resourcing Limited are those of an Employment Agency.