The Horizon Group
February 4, 2015
Job Type


Market Risk Analyst Job


Job Description

Job Title: Market Risk Analyst
Group: Risk/Middle Office
Location: Stamford, CT

Role Description:
The Middle Office Analyst produces T-Zero Position & P&L reporting and Risk Metrics (VaR and Stress Testing). This specific role will be focused on the US Metals & Minerals. The role is supporting the existing coordinators. Data management, reconciliation and reporting to the stakeholders is the essence of the role.

Work Activities / Tasks
Front Office Relationship Management (building/maintaining rapport to ensure key information flows in a timely manner)

Daily Position Consolidation & Reconciliation (from manual spreadsheets and from the different CTRM systems)
Daily Profit & Loss Reporting (with full explanation/justification of the P&L result)
Daily VaR Analysis and management of the VaR software
MTM Price Validation (including interacting with Front Office and with Third Parties [brokers/pricing agencies])
Systems Development & Testing


Required Background

Bachelor’s degree

Functional Competencies

Competent+ with Excel functions+VBA
Independent and self-starting
Understands the concept of Market Price Risk
Strong communication skills, both written and oral
Understands how to calculate P&L/deal economics

Behavioral Competencies

Pragmatic and flexible approach to problem solving
Able to cope with a fast-changing working environment
Team player

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