Analyst Market Risk and Reporting

The Market Risk and Reporting team within Marketing Risk is part of the 2nd line of defence of Marketings activities. The team is responsible for measuring and managing market risk with Marketings equity and trading activities as well as ensuring that all market risk exposures and mark to market P&Ls are known and monitored. Market Risk activities include the production of a broad set of market risk metrics regular interaction with Front Office and to deliver the right message to Senior Management traders and other parts of the business in a proactive manner. Risk Reporting provides transparency into the financial exposure the profit/loss results and risks being run in the different commodity trading and marketing portfolios

Responsibilities include:

Performance & Delivery

• Generate (daily weekly and monthly for senior management reporting) risk reports including P&L and Exposure/Position using the implemented risk system. Acts as the main focal point with traders and Finance on day to day issues thus is responsible for creating solutions and maintain good customer relationships
• Analyse trading results including P&L and volumes. The analysis can require a reasonable degree of technical competence such as advanced Excel
• Produce Value at Risk (VaR) and other Market Risk measures such as stress testing
• Perform analysis for VaR and other Market Risk measures.
• Provide support to the daily price feed process and validation
• Provide support in developing and enhancing risk management framework policies and procedures
• Monitor compliance of Front Office activities with regards to the limit framework and escalate when applicable
• Assist in the rolling out and UAT (User Acceptance Testing) of Risk system improvements

Compliance

• Adherence to all Anglo American Group and Marketing policies and procedures as well as observing proper standards of conduct relating to the role.
• Comply with Anglo American Security and Operating Standards

Qualifications :

• Bachelors degree preferably in numerate or finance field
• Greater than 2 years of professional experience in Risk

Specific Knowledge requirements:

• Sound understanding of Market Risk techniques and concepts in a commodity environment.
• Understanding of P&L and exposures/positions in a trading environment
• Ability to work with datasets/databases
• Ability to work under pressure and to tight deadlines in a trading environment
• Excel plus progamming skills such as VBA Python and/or SQL would be beneficial
• Familiarity with trading including the lifecycle of a trade
• Familiarity with Options
• Familiarity with BI technologies (e.g. Tableau Microsoft Power BI)

Additional Information :

Who We Are
We aim to lead the industry by pursuing ever safer ways of working demonstrating integrity and showing care and respect for people and the planet. That means we are constantly seeking new opportunities to mine and process our products sustainably using less water less energy and more precise extraction technologies. Our extraordinary teams work safely and collaboratively with the utmost consideration for local communities our customers and the world at large.

What We Offer
When you join Anglo American you can expect to enjoy a competitive salary and benefits package. But more than this youll find yourself in an environment where the opportunities for learning and growth are second to none. From technical training to leadership programmes we bring out the best in our people. There are plenty of opportunities to move onwards and upwards too. Were a large successful multinational company and were still growing all the time.

How We Are Committed To Your Safety
Nothing is more important to us than ensuring you return home safely after a days work. To make that happen we have the most rigorous safety standards in the industry. Not only that were also continually investing in new technologies that are helping to make mining safer.

Inclusion and Diversity
We are committed to promoting an inclusive and diverse workplace where we value and respect every colleague for who they are. We provide equality of opportunity to enable everyone to fulfil their potential.

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Remote Work :

No

Employment Type :

Full-time