Global Trading Market Risk VAR Analyst

3 - 7 years

25 - 30 Lacs

Posted:2 weeks ago| Platform: Naukri logo

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Job Type

Full Time

Job Description

About us
We invite you to bring your ideas to ExxonMobil to help create sustainable solutions that improve quality of life and meet society s evolving needs. Learn more about our What and our Why and how we can work together .
What role you will play in our team
The Global Trading Market Risk VAR Analyst (GBC) supports the daily risk reporting activities for Global Trading as it relates to Value at Risk. This role is integral to ensuring accurate commodity curve management and Value-at-Risk (VaR) reporting for trading portfolios. The analyst will work closely with the Trade-hub based Market Risk and Trading teams to ensure robust product control operations and contribute to the continuous improvement of risk analytics and reporting processes. Based at Bangalore ExxonMobil GBC office. Willing to work from early afternoon to late evening (around 10pm) supporting London trading hours.
What you will do
Key Responsibilities:
  • Execute daily product control operations including commodity exposure analysis, and VaR reporting.
  • Execute and monitor daily VaR runs (automated and ad hoc) and ensure timely completion.
  • Review and validate daily VaR, stress test, and five worst days metrics across commodities.
  • Ensure accuracy of VaR reporting and escalate discrepancies or issues as needed.
  • Assist in identifying and resolving incidents related to VaR processes, including coordination with SaS and Financial Risk Group.
  • Support initial review of back testing results and escalate anomalies for further analysis and model calibration.
  • Support enhancements to the stress testing framework by incorporating predefined scenarios and enabling custom shock capabilities, ensuring all exposures are appropriately priced under stressed conditions
  • Contribute to methodology updates, model enhancements, and global risk alignment efforts.
  • Assist with scenario analysis, tail risk assessments, and ad hoc requests from senior risk managers.
  • Support onboarding of new products and risk metrics into the VaR framework.
About You
Qualifications and experience:
  • Bachelors degree or above in Finance, Business Economic, Computer Science, or related discipline.
  • 3-7 years of experience in commodity trading, financial or valuation.
  • Attention to detail with a strong process execution focus.
  • Strong analytical skills, and knowledge of financial instruments.
  • Experience with or knowledge of financial derivatives and risk evaluation and management techniques
  • Strong understanding of commodity markets and curve construction methodologies.
  • Experience with VaR models and risk reporting tools.
  • Proficiency in Excel, SQL, and risk analytics platforms (e.g., Endur, Power BI).
  • Strong analytical and problem-solving skills with attention to detail.
  • Ability to work effectively in a global team environment and communicate complex concepts clearly.
  • Willing to work during early afternoon to late evening (around 10pm) supporting London trading hours
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