The Market risk team at LDC is responsible for producing quantitative market risk metrics along with qualitative assessment of potential risks to the company portfolio due to changes in market conditions. You will work closely with traders, risk managers, and other stakeholders to provide analysis, report risk metrics, and develop insights into market movements.
Main Responsibilities:
- Independently run and validate daily Market Risk calculations, including VaR and key risk metrics, ensuring data integrity, model stability, and timely delivery.
- Perform first-level analysis of VaR movements, identifying key drivers (price, positions, volatility) and escalating material changes with clear explanations to Management or Platform Risk Managers.
- Conduct deep-dive analysis on market exposures, linking risk movements to market fundamentals (e.g., price trends, supply/demand changes, basis movements).
- Generate and distribute daily risk reports to senior management, summarizing risk exposures, key metrics (e.g., Value at Risk (VaR), Margin Call Exposure), and historical trend analyses.
- Act as a key point of contact for various stakeholders, providing timely insights, challenging assumptions where appropriate, and supporting risk-informed decision-making.
- Continuously enhance and streamline risk reporting, improving transparency, consistency, and relevance to business decisions.
- Support and drive enhancements to risk tools, dashboards, and reporting frameworks, improving usability, efficiency, and data visibility across platforms.
- Contribute to enhancements in risk models and methologies (e.g. VaR assumptions, stress testing approaches)
- Explore and apply AI and data analytics tools to improve risk monitoring, anomaly detection, and reporting efficiency.
Experiences:
- Prior experience in financial analysis or related roles is preferred, with exposure to physical and/or derivatives markets considered an advantage. Familiarity with commodities trading and market risk is a plus.
- Familiarity with market risk concepts and metrics, such as Value at Risk (VaR), stress testing, and exposure analysis, with the ability to interpret and explain risk movements.
- Exposure to risk systems, data analysis tools, or reporting platforms (e.g.,Python, Power BI, or similar) to support risk monitoring and reporting processes.
- Experienced in designing data modelling/analytics.
- Exposure to process improvement, automation, or data-driven initiatives (including use of analytics tools or AI-assisted workflows) to enhance risk reporting and monitoring efficiency.
- Minimum 5 years of relevant experience; strong programming skills are highly valued.
Other skills (Computer Skills, etc):
- Strong understanding of statistical and financial risk models, including practical application in risk measurement (e.g.VaR, stress testing, scenario analysis) and interpretation of outputs in a business context.
- Strong Programming skills in data analysis and automation tools such as Python, SAS, Java, HTML or similar, with the ability to analyze large datasets, improve workflows, and support automation initiatives.
- Experience in data visualization and reporting tools (e.g., Power BI), with the ability to build interactive dashboards and translate complex risk metrics into clear insights.
- Ability to communicate with both technical and non-technical stakeholders.
- Ability to detect discrepancies in data and systems, ensuring the reliability of risk assessments.
- Exposure to advanced analytics or AI-assisted tools to enhance risk monitoring, anomaly detection, or reporting workflows.
Languages:
- English (Fluent)
Academics:
- Bachelor’s degree in Statistics, Mathematics, Computer Science, Engineering, Economics and Finance or a related field.
Diversity & Inclusion
LDC is driven by a set of shared values and high ethical standards
Diversity is part of our DNA. LDC strives to create a diverse and inclusive work environment where people can thrive regardless of gender, sexuality, ethnicity or background.
Sustainability
Sustainable value is at the heart of our purpose as a company
We are passionate about creating fair and sustainable value, both for our business and for other value chain stakeholders: our people, our business partners, the communities we touch and the environment around us.
