Summary

This associate role covers market risk regulatory capital for the global commodities business. The work includes monitoring commodity portfolio exposures, governing VaR and stressed VaR measures, and modernizing risk oversight; no working arrangement is stated.

Responsibilities

• Oversee regulatory capital framework for global commodities
• Monitor portfolio exposures and profit-and-loss drivers
• Analyze commodity price movements across markets
• Govern VaR and stressed VaR capital measures
• Assess capital impacts of new products and trading activities
• Lead data science initiatives to modernize risk oversight
• Support implementation of future regulatory frameworks