Junior Market Risk Analyst

Market Risk team in Ezpada is responsible for analyzing and quantifying the market risks for a diverse portfolio of commodities, ongoing monitoring and control of the exposure through risk limits and regular discussion with the trading business with respect to risk appetite and limits.

What will be your responsibilities?

Daily Responsibilities

• Executing daily risk management processes (VaR, price curves validation, PNL, etc)

• Monitoring risk exposures against limits and risk appetite.
• Ensuring that market risk exposures are fully captured, managed and reported to relevant stakeholders on time
• Building and improving risk models
• Working with IT to enhance the functionality of our in-house risk management system.
• Supporting senior market risk analysts to deliver quantitative analysis to decision-makers (traders, management, Risk committee) and supporting the preparation of Risk Committee Materials and other reports related to the market risk exposures.

What knowledge and experience should you bring?

• Academic background: University degree, preferably in Finance, Economics, Mathematics, Computer Science, or other related discipline

• Strong analytical skills
• Knowledge of financial products and commodities is desirable.
• Knowledge of programming in Phyton or R an advantage
• SQL programming and some database knowledge
• Knowledge of Market Risk concepts and metrics (e.g., VaR, stress testing, Options)
• Language skills: Proficiency in English is essential, proficiency in Czech is a plus

What competencies and skills should you posses?

• Adapting and Responding to Change
• Applying Expertise and Technology
• Copying with Pressures and Setbacks
• Adhering to Principles and Values
• Achieving Personal Work Goals and Objectives
• Working with People

What will you get from Ezpada in return?

• Motivating salary
• Working in an international environment and across countries
• Attractive location of the office directly in the center, 5 min walk from metro
• 5 weeks holiday
• Meal allowance in amount of CZK 55 per working day
• Multi Sport card with company contribution of CZK 630 per month
• Company breakfasts and refreshment at the workplace
• Company cell phone for personal use
• Laptop