What are the responsibilities and job description for the Quantitative Risk Analyst Intern position at Bunge?
City : Chesterfield State : Missouri (US-MO) Country : United States (US) Requisition Number : 44201
Position Summary
The role will contribute to the production of key risk measures and analytics including exposure reporting, performance reporting, VaR, stress modelling, scenario analysis and the overall development of Corporate Risk’s market and credit risk metrics.
Major Opportunities and Decisions include:
Every day our people exemplify these values, which represent Bunge at its core:
Position Summary
The role will contribute to the production of key risk measures and analytics including exposure reporting, performance reporting, VaR, stress modelling, scenario analysis and the overall development of Corporate Risk’s market and credit risk metrics.
Major Opportunities and Decisions include:
- Work with Senior Manager, Analytics and other team members to ensure accurate analysis and reporting of market risk exposures
- Play an integral role in the development and management of daily system processes
- Play an integral role in the development of the SAS risk analytical engine
- Play an integral role in the improvement/development of risk metrics and reporting
- Work with key trading staff to ensure accurate valuations/price mappings of all commodity exposures
- Work with key quantitative staff to improve the added value of the global risk and performance metrics
- Working across a large array of commodities and markets (physical and derivative)
- Build working relationships with front office traders and senior staff
- Build visualization tool, develop exception reports and perform analysis in support of Enterprise Risk Management project and Exchange Traded Management account management policy implementation
- Analyze code, test, debug, and document programming to satisfy Corporate Risk requirements
- Build and enhance Quantitative Risk models as directed by supervisor.
- Ensure the flawless production of risk metrics and market risk reports in a timely manner. Ensure that deadlines are met
- Ensure processes and reporting accurately reflects the level of risk in the portfolio and captures all known exposures. Enhance/modify the risk metrics and visualization as directed by supervisor
- Analyze the trends in the risk metrics to identify drivers and to ensure quality control of output
- Advanced degree in Financial Engineer/Mathematics/Statistics or equivalent experience
- Experience in computer programming, SQL, and Tableau visualization tool
- Knowledge in option pricing, stochastic process, machine learning
- Excellent communications and presentation skills.
- The successful applicant should have strong technical know-how and is a result-oriented team player with demonstrated ability to lead discussions and take initiatives
- Ability to work under pressure, multi-task, shift priorities in short notice and meet tight deadlines
Every day our people exemplify these values, which represent Bunge at its core:
- We Are One Team – Collaborative, Respectful, Inclusive
- We Lead The Way – Agile, Empowered, Innovative
- We Do What’s Right – Safety, Sustainability, With Integrity