Chesterfield, MO, US
13 days ago
Quantitative Market Risk Analyst

A Day in the Life:
The role will contribute to the production of key risk measures and analytics including position reporting, VaR analysis and reporting, macroeconomic analysis, and liquidity analysis. The role will also contribute to risk modelling and analytics for Corporate Risk’s market and credit risk metrics in SAS Viya and Python

 

What You'll Be Doing:
•    Work with Manager, Quantitative Risk and other team members to ensure accurate analysis and reporting of market risk exposures;
•    Act as the key steward and owner of the global VaR reporting and analysis process, work with VC risk managers to understand the drivers of changes in VaR;
•    Design, perform, update and present macro and liquidity risk analysis;
•    Provide analytical support and maintenance of flash PnL model in Python;
•    Play an integral role in the reporting and analysis for SRU value chain;
•    Assist in the performance enhancement of risk data sources in Tableau Server.
•    Work with key quantitative staff to improve the added value of the global risk and performance metrics;
•    Assist in the development of the SAS risk analytical engine and other analytical toolbox;
•    Assist in the development and management of daily system processes;
•    Working across a large array of commodities and markets (physical and derivative);
•    Build working relationships with front office traders and senior staff;
•    Providing training and guidance to junior staff members in the team (including interns) and cover other staff member on PTO. 

 

Skills/Experience Requirements:
•  Advanced degree (master level or above) in Financial Engineer/Mathematics/Statistics 
•  At least one year of experience in ag/commodity industry
•  Experience in computer programming languages including SAS, Python, SQL, and Tableau visualization tool.
•  Knowledge in option pricing, stochastic process, machine learning.
•  Excellent communications and presentation skills.  
•  Strong technical know-how and is a result-oriented team player with demonstrated ability to lead discussions and take initiatives.
•  Ability to work under pressure, multi-task, shift priorities in short notice and meet tight deadlines.

 

At Bunge, people don’t just come here to work, they come here to grow – solving challenges that directly impact the world with a diverse team of thinkers and doers.  Bunge offers a strong compensation and benefits package but most importantly, in all we do we live our values: 
•    Act as One Team by fostering inclusion, collaboration, and respect
•    Drive for Excellence by being agile, innovative and efficient
•    Do What's Right by acting safely, ethically, and sustainably

 

Benefits:
•    Health Benefits – Offering choices so you can enroll in medical, dental and vision to meet your individual needs
•    401(k) – Investing in your future with an automatic 5% company contribution AND matching up to 4% of your contributions.
•    Family Support – Supporting new and growing families by providing 6 weeks of 100% paid parental leave and fertility coverage.
•    Tuition Reimbursement – Contributing to your education by reimbursing $5,000 of tuition expenses annually.
•    Time Off – Providing generous PTO based on professional work experience
o    0 – 9 years: 25 days
o    10 – 19 years: 30 days
o    20+ years: 35 days

Bunge (NYSE: BG) is a world leader in sourcing, processing and supplying oilseed and grain products and ingredients. Founded in 1818, Bunge’s expansive network feeds and fuels a growing world, creating sustainable products and opportunities for more than 70,000 farmers and the consumers they serve across the globe. The company is headquartered in St. Louis, Missouri and has 25,000 employees worldwide who stand behind more than 350 port terminals, oilseed processing plants, grain facilities, and food and ingredient production and packaging facilities around the world.

 

Bunge is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, gender expression, transgender status, national origin, citizenship, age, disability or military or veteran status, or any other legally protected status.  Bunge is an Equal Opportunity Employer. Minorities/Women/Veterans/Disabled

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