Cargill Market Risk Analyst in Singapore, Singapore
Market Risk Analyst
Cargill provides food, agriculture, financial and industrial products and services to the world. Together with farmers, customers, governments and communities, we help people thrive by applying our insights and over 150 years of experience. We have 150,000 employees in 70 countries who are committed to feeding the world in a responsible way, reducing environmental impact and improving the communities where we live and work.
The Cargill Metals Supply Chain Risk Team aims to facilitate a disciplined, ‘no-surprises’ trading environment through:
(1) Risk identification (timely, reflective of real trading risks). Demonstrate business understanding to identify, measure, escalate, mitigate risk of loss. Develop and provide useful reports and analysis.
(2) Making risks transparent (raising awareness of trading risks, price risk analysis, responsive stress testing, relevant MTM methodology). Strive to improve analytical capability permanently so as to continuously deepen the transparency and understanding of risk drivers in the team. Understand and develop awareness of trading impact on risk and stress. Include deal and option valuation for each book.
(3) Driving trading excellence framework: analysis, insight, timing, scaling, execution improvements. Development of portfolio management, trading excellence metrics leveraging data science and business intelligence techniques.
(4) Supporting the effective working of the BU trading framework, providing independent challenge to trading. Develop and maintain a strong understanding of the business and the market.
(5) Facilitating the MTM process in price discovery, mtm methodology and contribution to IT systems and applications analysis, development and testing. Provide transparency to management and trading over the working of daily, weekly and month end controls over the mtm process and suggest improvements working in partnership with accounting.
(6) Ensuring limits are followed, CRC engaged, CRC policies observed
The Metals Business is headquartered in Singapore with other sales and representative offices around the world.
20% Quantitative Modelling – options valuation, real options valuation, pre-trade structured solutions analysis
20% Analysis – mean reversion/ relative value, time series analysis, volatility analysis
40% Build or run and maintain VaR and credit models (scoring and PFE) relevance and accuracy
10% Risk Identification, exposure reporting and risk measurement .
10% Raise level of awareness of quantitative analysis in the business .
Masters in Quantitative Finance or similar and above
3 to 5 years relevant work experience
The ideal candidate should be highly analytical, detail-focused, process-oriented and possess excellent data management ability.
Experience with R, Python, SQL, VBA and visualization software such as Tableau.
Ability to operate in a complex trading environment and manage conflicting demands.
Adaptable and well-rounded individual, Team-player and Able to lead and influence
- Solid practical experience in a physical commodity trading environment, physical commodities risk mgmt. and exposure modelling.
Note- Only Shorlisted candidate will be called
Job Trading & Merchandising
Primary Location Singapore-Singapore-Singapore
Job Type Standard
Shift Day Job
Req ID: SIN01453