Market Risk Manager; VN

Responsibilities

• Risk oversight:
  Daily monitoring and reporting on firm house positions including VaR, sensitivity analysis, and stress testing. Identify and escalated key risks to both Risk and Business Senior Management.
• Risk and control framework:
  Define, review, and enhance risk measures and methodologies, and enforce risk limits. Challenge risk-taking activities relative to approved risk appetite. Develop and enhance current risk controls, processes, and systems.
• Risk analysis:
  Provide timely detailed analysis on key risks, drivers of profit-and-loss (P&L), trend analysis, and market volatility and liquidity.
• Product coverage:
  Develop a strong understanding of the fundamental and technical aspects of all markets traded, with a focus on Commodity markets.
• Stakeholder engagement:
  Partner with sales, traders, model validation, finance, and the Risk management team to ensure accurate pricing, valuation, and risk representation.
• Governance and regulatory compliance:
  Ensure adherence to internal policies and external regulatory requirements.

• Demonstrable and recent experience risk managing exchange traded futures & options. Commodities financial and physical risk management experience would be preferrable but not essential.
• A strong quantitative background gained in education and/or in a professional setting with exposure to risk management concepts, including VaR, sensitivities & stress testing.
• Good understanding of processes, controls and responsibilities associated with a financial markets business.
• Understanding of pre-trade and post-trade risk controls and their applications.
• Strong Microsoft Office skills and strong programming skillset preferred (C+, SQL, Python, Matlab).
• Degree in Mathematics, quantitative finance or risk management related is preferred.
• Experience working in a regulated environment and knowledge of the risk and compliance requirements associated with this.
• Experience managing is preferrable but not essential.

• Excellent verbal and written communication skills.
• Ability to work independently and manage workload effectively.
• A collaborative team player, approachable, and able to influence a positive work environment.
• Demonstrates curiosity, and an interest in financial markets.
• Resilient in a challenging, fast-paced environment.
• Ability to take a high level of responsibility and escape accordingly.
• Ability to build and maintain effective working relationships across all areas of the firm.

Marex is fully committed to being an inclusive employer and providing an inclusive and accessible recruitment process for all. We will provide reasonable adjustments to remove any disadvantage to you being considered for this role. We value the differences that a diverse workforce brings to the company. We welcome applications from candidates returning to the workforce. Also, Marex is committed to avoiding circumstances in which the appearance or possibility of conflicts of interest may exist within the hiring process.