LafargeHolcim

  • Internship LHT Risk Management 6 months

    Posted Date 7 days ago(8/8/2018 6:00 AM)
    Job Code
    DJOB
    Country
    Switzerland
    Function
    Internship
    City
    Zürich
    # of Openings
    1
  • Overview

    The objective is to implement a standard calculation of Stress prices based on LH Trading Ltd open risk positions portfolio. This will allow us to determine the risk capital deployed and support a better control and solvency prevention.

    Responsibilities

     

    • Close collaboration with the strategic team to get all information needed
    • Close collaboration with the Head of Risk Management 
    • Gather the data base with historical market information for cementitious products, in particular for cement, clinker, slag, coal and petcoke
    • Analyses of historical data for value at risk (VaR) models
    • Calculate Standard Deviations (STD) assuming prices are normally distributed
    • Determine the confidence level 
    • Making different stress analysis on the new basis and with different calculation' models to ensure a proper risk capital deployed
    • Run a risk capital analysis on the existing open risk positions on both sides, trading and shipping
    • Propose mitigating factors and corrective actions.
    • Re-run the risk capital analysis "post" corrective actions to make sure the model is appropriate

    Education/Qualifications

    Univerity degree in process

    Experience

     

     

    Knowledge & Skills

    • analytical thinking
    • interest in Finance
    • good IT knowledge

    Language Requirements

    very good verbal and written English knowledge

    Local / International

    Local Employment

    Options

    Sorry the Share function is not working properly at this moment. Please refresh the page and try again later.
    Share on your newsfeed