Market Risk Analyst

Responsibilities

• Generate firm overview reports including VaR, stress testing, and intraday PnL to flag significant issues.
• Monitor trading activities to identify potential scenarios or positions that pose threats to the firm or individual trading groups.
• Review daily margin requirements for the firm and individual groups, resolving any exchange-related issues.
• Maintain and monitor proprietary risk models.
• Collaborate with back office and operations teams to develop automated reporting and optimized risk frameworks.

Requirements

• 1-3 years of experience in risk or derivatives, specifically with products like futures and options.
• Understanding of exchange margin requirements and calculations.
• Proficiency in Excel, Python, and/or VBA.
• Strong analytical, organizational, and communication skills.
• Ability to work independently and as part of a team with a high degree of curiosity and initiative.
• A strong interest in financial markets; energy or commodities experience is a plus.

About the Company

DV Trading is a North American-based proprietary trading firm with a significant presence on derivatives and securities exchanges worldwide. Headquartered in Chicago, the DV Group utilizes its own capital and sophisticated risk management methodologies to provide liquidity to global financial markets and hedging opportunities to commodity producers.