Job Title

Main tasks:Deeply understand the books for which they risk manage and serve as a resource for the traders.Post deal P&L review and variance analysis, analyse and investigate all trading P&L estimates.Produce daily commentary for traders to explain the change in trading profit and loss. Direct and daily communication with Back Office, Operations, Front office to ensure accuracy of data.Accountable for daily and monthly Profit/Loss (P/L) and price/exposure/position reporting for trading desks, including physical and paper positionsMonitor and escalate Trader and Operator compliance with Management and Risk framework for trade input, positions, costs and estimates.Understand contractual risks and assess implications on physical deliveries and hedge strategy.Execution of the Corporate controls framework, ensuring adherence to the valuation and risk policies, specifically ensure all market price risk is captured and hedge actions executed.Support desks on analysing VaR on physical/derivative portfolios.Support desks on analysing exposure and MTM profit and loss on physical/derivative portfolios. Participate in the implementation of efficiency and control projects across the Middle Office and Risk agenda.Construction of forward curves for MTM purposes, specifically control, verify and validate the input of forward curves, premiums and market data into the ETRM system. Assist in Front Office / Financial Accounting reconciliation processes.Development and enhancement of reports on an on-going basis.Work with the technology team and Risk Control to enhance automation and use of the ETRM system.Requirements:Knowledge of physical oil and gas markets in relevant commodities.Knowledge in all categories of risk management including: Exposure measurement and reporting, Risk Measurement and quantification, generation and interpretation of measures of VAR, Understanding of options trading and greeks.Exceptional teamwork and communication skills.Knowledge of risk management of physical arbs, storage positions, including forward market analysis to support trading.Bachelor’s degree and or Masters, in a science, mathematical, engineering, accounting or economist discipline.Please note that this position may entail relocating to other offices (Geneva, Dubai) at a later stage.