(Pavilion Energy) Risk Analyst

Location: Singapore
Discipline: Business Operations, Data Science
Contact email: hr@pavilionenergy.com
Published: about 1 month ago
Startdate: 27 April 2023 - 27 April 2023

​Pavilion Energy Management Pte Ltd

Pavilion Energy is a wholly owned subsidiary of Temasek. Headquartered in Singapore, our global energy business encompasses natural gas supply and marketing activities in South-East Asia and Europe; and global LNG trading, shipping and optimisation; as well as energy hedging and financial solutions. At Pavilion Energy, we constantly look out for motivated and well-qualified people who share our vision and values. We provide opportunities for employees to take ownership of their career growth and broaden their skills set. We value people who are agile, open to change and keen to make a difference. We believe in recruiting and retaining individuals who have the passion, professional and interpersonal skills to help us achieve our aspirations.

Section A: Summary of Job

This role reports to the Head, Financial Risk Management and will support the team in market and credit risk calculations and reporting, as well as assisting senior team-members in risk projects.

Section B: Key Duties and Responsibilities

  • Understand the commercial deals and strategies undertaken by Front Office and incorporate the positions into the Company’s market and credit risk reporting process and risk monitoring. Work closely with colleagues from different functions to support the business while ensuring that the risks are accurately quantified, reported and managed.

  • Maintain and evaluate the quantitative market data from exchanges, brokers, price reporting agencies and internal trader assessments. Perform curve validations against the market using price validation agencies

  • Perform risk calculations using different metrics, which include Market Value-at-Risk, Potential Future Exposure, stress-testing and back-testing etc, for regular reporting and providing transparency on the risks face by the Company. Conduct in-dept analysis on the respective risk metrics and provide explanation into the key drivers for significant changes in risk numbers.

  • Monitor compliance with risk limits and escalate any limit breaches to senior team members for follow-up

  • Assist senior team-members on ad-hoc projects and risk initiatives.

Section C: Job Requirements (Specific Skills or Knowledge)

  • University degree or above in quantitative field

  • 0 – 3 years of relevant experience

  • Good understanding of probability theory and statistical methods

  • Strong Excel knowledge with advanced VBA programming skills;

  • Familiarity with reporting software (such as Power BI, Python etc) and statistical software would be an added advantage

  • Knowledge of commodity risk management principles

  • Knowledge of FX, financial derivatives and energy commodities (i.e. LNG, Natural Gas, Oil, Oil Products etc) is a plus