Market Risk Analyst

Multinational on the agribusiness sector

Job Description

Our client is looking for a Market Risk Analyst to join their team in São Paulo, SP. The individual will focus on market risk reports for projects. The professional main responsibilities will be:

· Generation of information to the Risk Committee

· Generate daily risk reports for trading desk and risk management

· Simulation of new trades in the system

· Risk Analysis and control

· Validation of market risk data

· Specification and testing of new products and new processes for risk systems

· Improvements in current processes

Education and experience required

Degree in exact sciences (Math, Computing, Engineering, etc), Business Administration, Economy, Accounting or some other course;

· Fluent in English;

· Experience with projects with VaR methodology for market risk calculation, PnL, portfolio analysis and reports generation;

· Excel and VBA;

· Experience with projects implementation for risk systems, PnL calculation;

· Murex knowledge will be a differential;

· Modelling and pricing derivatives will be a differential;

· Programming languages (MATLAB, Python, C#, C++, .Net) will be considered a differential;

· Experience in credit risk and commodities markets will be a differential;

Market Risk Analyst

place São Paulo, São Paulo - Brazil
  • General Business