Chief Risk Manager

Há 7 dias


Rio de Janeiro, Rio de Janeiro, Brasil beBeeRisk Tempo inteiro R$900.000 - R$1.500.000

Job Overview

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The Senior Risk Analyst will be responsible for developing, operating and maintaining risk models for Trading & Origination. This role involves monitoring and reporting risk metrics and risk capital allocation/usage of the trading books to ensure that total amounts are within mandates.

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Key Responsibilities:\
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  • Develop and maintain risk models for Trading & Origination;\
  • Monitor and report risk metrics and risk capital allocation/usage of the trading books;\
  • Review trading-related transactions and support front office in measuring the impact of new operations on risk metrics, simulating and calculating the impact on Value at Risk (VaR), Profit at Risk (PaR) and credit risk measures;\
  • Evaluate and control the credit risk of counterparties, following the company's credit risk policy;\
  • Control and report business financial performance represented by Profit/Loss (P/L) metrics, through analysis of spreadsheets/systems, ensuring that all input data are correctly captured and updated;\
  • Cooperate with colleagues across departments in Brazil and in Oslo.\
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Requirements:\
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  • Graduation in Physics, Engineering, Mathematics, Quantitative Economics or another quantitative study;\
  • Solid experience in risk analysis;\
  • Advanced English language skills;\
  • Statistics and Econometrics knowledge;\
  • Advanced Excel and programming skills (Python, R);\
  • Knowledge of the Brazilian energy market;\
  • Analysis of Financial Statements.\


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