Lead Risk Analyst
Current- Assess financial risk across a multi-faceted international commodities trading company.-Develop and implement key risk models, and test methodology and manage new data integration within reporting structures, to empower greater data analytics - VaR and quantitative analysis to assist in position limit guidance, macro and internal data analytics, and continuity. -Bring market expertise to commodities trade entry systems, to integrate business intelligence with leadership goals.- Assist in position limit and risk control and hedging oversight-Partner with Leaders amongst the lines of business to help incorporate value at risk methodology within corporate strategy, to balance growth initiatives with risk appetite. -Function as the bridge between the positions in the markets and the Trade units holding them, by building and maintaining consolidated position reporting, forward curve management, and hedge strategy analytics. -utilize experience in natural gas trading to help multiple plant locations procure natural gas through 3rd parties, help set the ongoing strip hedges, options, and monitor basis and gas transport cost to promote healthy plant crush margins.-Manage the companies fuel surcharge exposure on rail by helping set options position hedges related to on highway diesel, building theoretical option pricing models to help price illiquid options, and hold brokers accountable to marks provided.
