Risk Analyst – Sydney

  • Company:
    Grain Corp
  • Location:
  • Salary:
    negotiable / month
  • Job type:
    Full-Time
  • Posted:
    2 days ago
  • Category:
    Analyst

About our team

The world is growing at an unprecedented rate. As population climbs, food demand will surge. With operations in grains and oilseeds in Australia, Canada, China, Germany, India, New Zealand, UK and Ukraine, GrainCorp is an accomplished and diverse business partner operating at scale in a vital industry. And our people are central members of an international taskforce stepping up to meet that challenge.

About the role

The newly created role of Quantitative Risk Analyst will develop and maintain value at risk (VaR) models / methodology, stress testing and scenario analysis for GrainCorp’s commodity and trading positions.

Reporting to the General Manager Risk, Assurance & Compliance, you will also:

  • Develop and maintain other forms of scenario modelling and stress testing of commodity and trading positions
  • Develop / support development of integrated databases that drive VaR and scenario / stress testing models 
  • Develop and regularly maintain reporting for GrainCorp’s Management Risk Committee
  • Make recommendations to the Management Risk Committee based on outputs from risk analysis
  • Produce research material useable in relevant Management Risk Committee discussions.
  • About your experience

    Our ideal candidate is degree qualified (e.g. mathematics, statistics, finance) with experience gained in a quantitative field within commodities or financial trading.

    You should also have:

  • Experience generating quantitative risk models including value at risk, scenario / stress-testing models, sensitivity analysis whether in a commercial environment or via advanced tertiary studies
  • Experience in programming, running or maintaining risk analysis software and data libraries, ideally
  • Capacity to transpose quantitative thinking to methods applicable in the real world
  • Ability to use APIs for data collection and capacity to build and maintain efficient databases
  • Outstanding presentation, communication and relationship management skills.
  • In addition to providing proof of working rights and suitable professional referees, preferred candidates will be required to undertake a criminal history check.