What are the responsibilities and job description for the Quantitative Risk Analyst position at Gunvor Group?
Job Title:
Quantitative Risk Analyst
Contract Type:
Permanent
Time Type:
Full time
Job Description:
Quantitative Risk Analyst, Gunvor USA
Company Profile:
Gunvor Group is one of the world’s largest independent commodities trade houses by turnover, creating logistic solutions that safely and efficiently move physical commodities. Strategic investments in infrastructure further generates sustainable value across the global supply chain for its customers.
Gunvor has more than 1,400 employees, with its headquarters in Geneva. Gunvor also maintains offices in Singapore, Houston, Calgary, Moscow, Abuja, Beijing, Amsterdam, Nassau, Dubai and Tallinn, with new offices planned in strategically relevant markets.
To support its logistics operations, Gunvor wholly owns Clearlake Shipping, one of the largest charterers of tanker vessels in the world and an operator of drybulk vessels and cargoes. Since 2003, Clearlake has operated around a high-quality fleet of Tankers, Gas Carriers and drybulk vessels on a time-charter basis to accommodate Gunvor’s growing needs for ocean transportation, in addition to the needs of third-party business.
Main Responsibilities
Our people make all the difference in our success.
Quantitative Risk Analyst
Contract Type:
Permanent
Time Type:
Full time
Job Description:
Quantitative Risk Analyst, Gunvor USA
Company Profile:
Gunvor Group is one of the world’s largest independent commodities trade houses by turnover, creating logistic solutions that safely and efficiently move physical commodities. Strategic investments in infrastructure further generates sustainable value across the global supply chain for its customers.
Gunvor has more than 1,400 employees, with its headquarters in Geneva. Gunvor also maintains offices in Singapore, Houston, Calgary, Moscow, Abuja, Beijing, Amsterdam, Nassau, Dubai and Tallinn, with new offices planned in strategically relevant markets.
To support its logistics operations, Gunvor wholly owns Clearlake Shipping, one of the largest charterers of tanker vessels in the world and an operator of drybulk vessels and cargoes. Since 2003, Clearlake has operated around a high-quality fleet of Tankers, Gas Carriers and drybulk vessels on a time-charter basis to accommodate Gunvor’s growing needs for ocean transportation, in addition to the needs of third-party business.
Main Responsibilities
- Develop and implement quantitative risk models and metrics for trading operations.
- Take ownership of model(s) including accurate position assessment with understanding of contract maturity behavior and seasonality.
- Streamline and improve processes such as data quality checks and automate operations.
- Special assignments in risk assessment as needed for structured and bespoke transactions.
- Assess high-risk concentrations/limit breeches and report findings to the Head of Risk and Senior Management.
- Aggregate data from various sources and maintain disciplined data science practices.
- At least 3-10 years’ experience in quantitative role in a trading environment. Less experience can be acceptable for strong candidates with demonstrated application of quantitative theory and an advanced degree from a top tier University/Grande École
- University degree in a numerate discipline (STEM), graduate degree advantageous.
- Comfortable in working with large datasets and databases (SQL knowledge)
- Fluency in at least one programming language/software. Languages such as Visual Basic, Python, C /C#, or R. Python preferred.
- Programming experience or advanced knowledge of programming concepts.
- Experience working in a team environment and socializing work.
- Fast learner and detail oriented.
- Experience with MS Office, and advanced user of Excel.
- Finance and business acumen desired.
- Advanced knowledge of derivatives/options, real options, financial mathematics, and statistics.
- Proactive and self-motivated
- Good verbal and written presentation skills
Our people make all the difference in our success.