Job Description

The Market risk team at LDC is responsible for producing quantitative market risk metrics along with qualitative assessment of potential risks to the company portfolio due to changes in market conditions. You will work closely with traders, risk managers, and other stakeholders to provide analysis, report risk metrics, and develop insights into market movements.

Main Responsibilities:

- Independently run and validate daily Market Risk calculations, including VaR and key risk metrics, ensuring data integrity, model stability, and timely delivery.
- Perform first-level analysis of VaR movements, identifying key drivers (price, positions, volatility) and escalating material changes with explicit explanations to Management or Platform Risk Managers.
- Conduct deep-dive analysis on market exposures, linking risk movements to market fundamentals (e.g., price trends, supply/demand changes, basis movements).
- Generate and distribute daily risk reports to senior management,



summarizing risk exposures, key metrics (e.g., Value at Risk (VaR), Margin Call Exposure), and historical trend analyses.
- Act as a key point of contact for various stakeholders, providing timely insights, challenging assumptions where appropriate, and supporting risk-informed decision-making.
- Continuously enhance and streamline risk reporting, improving transparency, consistency, and relevance to business decisions.
- Support and drive enhancements to risk tools, dashboards, and reporting frameworks, improving usability, efficiency, and data visibility across platforms.
- Contribute to enhancements in risk models and methologies (e.g. VaR assumptions, stress testing approaches)
- Explore and apply AI and data analytics tools to improve risk monitoring, anomaly detection, and reporting efficiency.

📌 Market Risk Specialist (Gurugram)
🏢 Louis Dreyfus
📍 Gurugram