Measuring and monitoring portfolio risks, including develop and implement Value-at-Risk and stress-testing methodologies. Validating key quantitative/analytical models developed by businesses and affiliates of the Group. Strong academic background VaR is a must with strong coding skills Model the stochastic properties of commodities foward and spot prices. -Determine the estimation procedure of the model parameters and determine statistical significance of the results. -Develop volatility and correlation models that capture observed price behavior while affording analytical tractability and practicality for use in valuation and risk models. -Estimate commodities volatilities of forward contracts at illiquid locations. Calibrate implied volatility curves to available broker quotes. Assess cross-maturity (such as between futures contracts with different delivery months) and cross-commodity correlations (such as between soft commodities and energy commodities) of high quality in order to accurately value physical assets and cross-commodity derivatives.