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"Market Risk Analyst"

Keywords / Skills : "Risk Analysis", "Economics", "Financial Risk Management", "Commodity Finance Operations", "Derivatives Analyst", Commerce

10 - 20 years
Posted: 2019-02-20

Job Description

This is a permanent position based in Saudi Arabia on a full expatriate status, including a tax free salary.

The Market Risk Analyst is responsible for analysis of market risks taken within the Organization, monitoring financial risk exposures and commodity risk positions, understanding Profit & Loss attribution and drivers, and performing quantitative and qualitative analysis on positions and risks of the respective portfolios. You will assess market risk exposures and report the findings to risk management and to key areas of the Company. You will primarily interface with Compliance, Finance, Operations, and the trading desk.

Minimum Requirements:

The successful candidate will have a bachelor's degree in finance, economics, mathematics, engineering, or a related field and an experience of 10-12 years in energy or financial risk management.

An MBA or other advanced business degree is preferred, and there is a strong preference for a professional certification such as CFA, FRM, or PRM.

You will have experience with the development, implementation, application, and oversight of risk metrics and models.

You will have experience in related markets with knowledge of trading concepts, derivative instruments, and operations.

You should have the ability to coach junior analysts in developing their analytical skills and reporting capabilities.

Advanced proficiency with Excel and Programming proficiency (e.g., C++, VBA.) is required.

Duties & Responsibilities:

You will be required to perform the following:


  • Report market dynamics of the specific portfolio, key drivers impacting prices, volatility and values, and their prospective impact on the risks and earnings of the portfolio.

  • Ensure that volatilities, market prices, forward curves, correlations, and other key valuation components are accurately and consistently defined and updated.
  • Assist in the setup, configuration and implementation of risk analytic systems.
  • Ensure that new business transactions and related risks are appropriately defined and captured by the Company’s risk systems and risk methodologies.
  • Analyze risks/return related to new business and markets and liaising with the business functions to assure constituent risks are understood, are appropriate to risk appetite and correctly reported.
  • Monitor positions against market risk metrics and limits and liaising with the business functions and risk control regarding potential limit exceedance.
  • Perform stress testing on various portfolios in order to identify and mitigate unwanted exposure.
  • Review policies and procedures and align risk policies across the Organization.



About Company

Saudi Aramco is the state-owned oil company of the Kingdom of Saudi Arabia and a fully integrated, global petroleum and chemicals enterprise.

Over the past 80 years we have become a world leader in hydrocarbons exploration, production, refining, distribution and marketing.

Saudi Aramco’s oil and gas production infrastructure leads the industry in scale of production, operational reliability, and technical advances. Our plants and the people who run them make us the world’s largest crude oil exporter, producing roughly one in every eight barrels of the world’s oil supply.

We manage proven conventional crude oil and condensate reserves of 261.1 billion barrels. Our average daily crude production is 10.2 million barrels per day (bpd), and we have stewardship of natural gas reserves of 297.6 trillion standard cubic feet (scf).

Headquartered in Dhahran, Saudi Arabia, with offices and operations throughout the Kingdom, we employ more than 65,000 workers worldwide.

Our subsidiaries and affiliates are located across the globe in Saudi Arabia, China, Egypt, Japan, India, the Netherlands, the Republic of Korea, Singapore, the United Kingdom and the United States.

Today, we continue to deliver on our core mission of reliably supplying energy to the Kingdom and the world, and continue to progress towards becoming the world’s leading integrated energy and chemicals enterprise, a top refiner and a creator of energy technologies.

The men and women of Saudi Aramco are firmly dedicated to the resolution that energy is opportunity - a promise we are proud to honor to our customers, partners, and stakeholders every day.
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