Assistant Market Risk Manager

About the role

We are seeking an Assistant Market Risk Manager to support the Head of Risk Management in implementing our Risk Management Framework and overseeing market risk across trading books. This role combines analytical rigor with close collaboration with front‑ and back‑office teams to ensure risk limits are respected and exposures are accurately measured.

Key responsibilities

• Assist in implementing the company’s Risk Management Framework, policies, procedures and methodologies.
• Support risk assessment for new activities, evaluate gaps in valuation and risk measurement of existing transactions.
• Review and monitor established limits, ensuring compliance with trading and control policies.
• Provide daily monitoring, early‑warning alerts and reporting of trading‑book exposures, maintaining data accuracy.
• Execute monthly closing tasks, analyse P&L, and prepare risk committee reports.
• Maintain and enhance VaR models, conduct stress testing, scenario analysis and back‑testing.
• Gather and upload daily mark‑to‑market data, perform end‑of‑day operations in the CXL system.
• Support hedging activities, evaluate effectiveness and ensure compliance with reporting requirements.

Required profile

• University degree (relevant field).
• Strong understanding of market‑risk valuation models and VaR methodologies.
• Foundational knowledge of the biofuels market and its pricing dynamics.
• Ability to communicate effectively with front‑ and back‑office personnel.
• Attention to detail and accuracy in data handling and reporting.

Required skills

• VaR modeling
• Stress testing
• Scenario analysis
• Back‑testing
• Market risk valuation
• CXL system operation
• Hedging strategy evaluation