Deals Desk Risk Analyst

Key Responsibilities      

• Analyze exposure and M2M profit and loss and VaR on physical/derivative portfolios
• Produce daily commentary for management / traders to explain the change in the trading profit and loss due to market changes/ change in estimated vs actual economics for each deal
• Ensure all market price risk is captured and hedge actions executed
• Construction of forward curve for physical and hedge M2M purposes with ability to explain and justify methodology used
• Assess implication of changes to future physical deliveries and report and discuss impact of hedging strategies. 
• Post deal P&L review and variance analysis, analyze and investigate all trading P&L estimates
• Producing variances reports and supporting commentary
• Reconciling front and mid office systems
• Creation and maintenance of ad-hoc reports to assist in any area of position reporting / structure / hedging ( data integrit...