What you'll do

Assists in the market risk management and risk reporting support to the Risk and Marketing teams, as well as supporting the related market data requirements

KEY TASKS

Safety, Health & Environment

• We give our all to eliminating injuries because we value life and are unconditional about safety, health and well-being at work and at home.
• Every Marketing Employee will spend time each quarter working on activity which supports Physical Health and Safety.

Performance & Delivery

• Produce Value at Risk (VaR) and other Market Risk measures, such as stress testing
• Perform analysis for VaR and other Market Risk measures.
• Apply Python in automation tasks
• Assist the Market Risk team in determining and validating forward curves
• Provide support in developing and enhancing risk management framework, policies and procedures
• Provide support to the daily price feed process and validation
• Generate (daily, weekly and monthly for senior management reporting) risk reports, including P&L and Exposure/Position, using the implemented risk system. Acts as the main focal point with traders and Finance on day to day issues, thus is responsible for creating solutions and maintain good customer relationships
• Analyse trading results, including P&L and volumes. The analysis can require a very high degree of technical competence, which requires advanced Excel and SQL knowledge
• Monitor compliance of Front Office activities with regards to the limit framework, and escalate when applicable
• Assist in the rolling out and UAT (User Acceptance Testing) of Risk system improvements
• Ad-hoc reporting as requested by the Marketing Risk and Reporting Manager or Head of Commodity Risk [direct output]

Compliance

• Adherence to all Anglo American Group and Marketing policies and procedures, as well as observing proper standards of conduct relating to the role.
• Comply with Anglo American Security and Operating Standards