Commodity market risk leadership demands stress testing expertise and sharp exposure analysis within Group Risk Management. This Associate Director role oversees Local Market Risk.
The Associate Director establishes and maintains a risk oversight framework for the Commodities business. The position monitors risk profiles, evaluates trading strategies, and provides senior management with actionable insights. It also partners with trading teams on limits, systems, and risk management.
Key Responsibilities:

Monitor Commodities risk profiles, portfolios, and market conditions
Define approved tradable instruments and products
Design Greek sensitivities, stress tests, and shock calibrations
Review major transactions and trading strategies
Improve Local Market Risk processes using AI tools
Requirements:

Three to seven years in trade floor market risk
Advanced stress, scenario, sensitivity, and P&L analysis
Commodity vanilla and option derivative product understanding
MBA, MA, MS, or equivalent quantitative qualification
Python, Tableau, Bloomberg, or Copilot proficiency
Apply commodity risk expertise, analytical judgment, and stakeholder communication to strengthen Local Market Risk oversight.

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Associate Director Commodity Market Risk