Senior Risk Analyst (Derivatives & Physical)

We are seeking a Market Risk Specialist to join the regional risk management team in Petaling Jaya. Here, you will deliver quantitative market risk metrics and qualitative assessments to evaluate portfolio risk across physical and derivatives commodity markets. You will partner directly with traders, risk managers and business stakeholders to explain risk drivers, enhance analytics frameworks and drive reporting automation.


Key Responsibilities

• Independently calculate and validate daily Value at Risk (VaR) and key exposure metrics, ensuring model stability, data integrity, and timely delivery.
• Perform first-level analysis on VaR changes (price, positioning, volatility), conducting deep dives into portfolio exposures and linking movements to market fundamentals (supply/demand dynamics, basis trends).
• Produce and distribute daily risk dashboards for executive leadership and platform risk leads, highlighting key metrics, margin call exposures, and historical trend analyses.
• Act as a central point of contact for trading desks and risk managers, delivering clear risk insights, challenging portfolio assumptions, and supporting risk-informed commercial decisions.
• Support continuous enhancements to risk models (VaR parameters, stress testing) and build automated data pipelines, interactive dashboards, and AI-assisted workflows using Python, Power BI, and SQL.

Requirements & Qualifications

• Minimum 6-8 years of experience in financial analysis, market risk, or quantitative risk management, ideally with exposure to physical commodities or derivatives markets.
• Strong understanding of statistical and financial risk methodologies (VaR, stress testing, scenario analysis, margin exposure).
• Hands-on proficiency in Python (or R/SAS/Java) for data analysis and process automation, paired with experience building dashboards in Power BI.
• Experience in data modeling, analytics, or implementing process automation and AI tools to streamline risk monitoring and anomaly detection.
• Bachelor’s degree in Statistics, Acturial Science, Mathematics, Computer Science, Economics, Finance, Engineering or a related quantitative field.
• Excellent verbal and written English communication skills, with a track record of clearly translating complex quantitative insights to both technical and commercial stakeholders.