G&O - Senior Market Risk Manager Finance

Louis Dreyfus Company is a leading merchant and processor of agricultural goods .

Our activities span the entire value chain from farm to fork , across a broad range of business lines. We leverage our global reach and extensive asset network to serve our customers and consumers around the world.

Structured as a matrix organization of six geographical regions and ten platforms , Louis Dreyfus Company is active in over 100 countries and employs approximately 17,000 people globally.

Job Description

We are looking for a Senior Market Risk Manager for the Grains & Oilseeds activities (G&O). This position is open in Geneva , but could be open in another country thanks to our international exposure and offices.

Overall missions:

• Oversee the activity – from a Risk point of view – of the Grains and Oilseeds platform, and provide them services relevant to this function.
• Analyze and report all aspects of market risk; this involves the understanding of market dynamics, positions, strategies deployed, ability to back-test and scenario-stress positions, and hold discussions with internal stakeholders (e.g. traders, platform heads, management, etc.)

Your missions and duties:

• Analyzing and reporting all aspects of market risk related to Grains & Oilseeds (G&O). This involves:
  • Analyzing positions, extracting all underlying strategies and their risk from all possible aspects (not just VaR), including ad-hoc stress tests and discussing them with the commercial team as well as with management, pointing out potential risks and upside/downside ahead of occurrence.
  • Analyzing asset positions and understanding the risk exposures associated with them.
  • Reviewing structured transactions and products (accumulators, physical assets plus potential new real asset valuation tool development).
  • Observing and reporting adherence to trader mandates and limits imposed.
  • Working with the Risk Systems team to establish better practices.
  • Handling limit breaches, assisting in setting risk capital.
• Collaborating with the MO for the same platform. This involves:
  • Improving MO processes important to both Risk and MO (e.g. the daily position and PnL production and the oversight of price verification).
• Being responsible for all audit related questions / process reviews.
• Leading and guiding a small team of analysts and regional risk managers.

Your profile:

• Expert in Market risk (roughly 7-10+ years) with:
  • Trading Book Analysis experiences.
  • The ability to identify strategies.
  • The ability to bracket risk through VaR and similar metrics (e.g. EaR, PCA, etc), shocks, backtests, sensitivities, scenario generation.
• Expertise in Middle Office tasks.
• Intimate knowledge of commodities trading (10+ years).
• Knowledge of specific commodities is necessary (Grains, Oilseeds).
• Knowledge and experience in quantitative analysis, Python, VBA.
• Flexibility and problem-solving.

Additional Information

Diversity & Inclusion
LDC is driven by a set of shared values and high ethical standards, with diversity and inclusion being part of our DNA. LDC is an equal opportunity employer committed to providing a working environment that embraces and values diversity, equity and inclusion.
LDC encourages diversity, supports local communities and environmental initiatives. We encourage people of all backgrounds to apply.

Sustainability
Sustainable value is at the heart of our purpose as a company. We are passionate about creating fair and sustainable value, both for our business and for other value chain stakeholders: our people, our business partners, the communities we touch and the environment around us.

What We Offer

We provide a dynamic and stimulating international environment, which will stretch and develop your abilities and channel your skills and expertise with outstanding career development opportunities in one of the largest and most solid private companies in the world.

We offer:

• Attractive social and financial benefits.

#J-18808-Ljbffr