Jono Simpson Email & Phone Number | Both VaR and FRTB experience for a global bank specialising in commodities (phys and paper) within the trading book. Experience in dissecting and modelling the market risk, business strategies, and inter-asset correlations on a wide portfolio across US Gas and Power, EMEA G&P, Asia G&P, Oil, Resources/Metals, Ags, exotic FX, Credit, convertible bonds and Equity Derivatives. VaR: daily VaR and trend analysis, SIMM, backtesting, multi-commodity asset sensitivities, investigations into Monte Carlo-produced P&Ls, modelling risk on new and existing trading strategies. FRTB: focused on Non-Modellable Risk Factors and the P&L Attribution test on a commodity portfolio. Heavily interested in global macro, exotic derivs, commodity flows, energy production, central bank plumbing and repo markets. Eager to discuss/work on environmental sciences, climate change solutions, and projects involving orchestral conducting

Jono Simpson

Both VaR and FRTB experience for a global bank specialising in commodities (phys and paper) within t...
Sydney, Sydney, Australia

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Jono Simpson’s Email jono.simpson@macquarie.com

Jono Simpson’s Phone Numbers +1 415-829-****

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Jono Simpson’s Location Sydney, Sydney, Australia

Jono Simpson’s Current Industry Macquarie

Jono Simpson’s Prior Industry The Soda Factory | Meu Jardim | E Lead Global Centre Of Excellence For Leadership Engagement And Development | Pullman Quay Grand Sydney Harbour | Australian Turf Club

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Work Experience

Macquarie

Market Risk Senior Analyst

2024-04-01 00:00:00 - Present

The Soda Factory

Bar Manager

2020-06-01 00:00:00 - 2020-11-01 00:00:00

Meu Jardim

Operations Supervisor

2020-01-01 00:00:00 - 2020-06-01 00:00:00

E Lead Global Centre Of Excellence For Leadership Engagement And Development

I-LEAD Delegate

2019-12-01 00:00:00 - 2019-12-01 00:00:00

Pullman Quay Grand Sydney Harbour

Lead Bartender

2018-03-01 00:00:00 - 2018-08-01 00:00:00

Australian Turf Club

Lead Bartender

2016-02-01 00:00:00 - 2018-03-01 00:00:00

Skills

No Skills Available

Languages

No Languages Available

FAQ About Jono Simpson

Jono Simpson is located at
Sydney, Sydney, Australia

Jono Simpson is a Both VaR and FRTB experience for a global bank specialising in commodities (phys and paper) within the trading book. Experience in dissecting and modelling the market risk, business strategies, and inter-asset correlations on a wide portfolio across US Gas and Power, EMEA G&P, Asia G&P, Oil, Resources/Metals, Ags, exotic FX, Credit, convertible bonds and Equity Derivatives. VaR: daily VaR and trend analysis, SIMM, backtesting, multi-commodity asset sensitivities, investigations into Monte Carlo-produced P&Ls, modelling risk on new and existing trading strategies. FRTB: focused on Non-Modellable Risk Factors and the P&L Attribution test on a commodity portfolio. Heavily interested in global macro, exotic derivs, commodity flows, energy production, central bank plumbing and repo markets. Eager to discuss/work on environmental sciences, climate change solutions, and projects involving orchestral conducting - specifically jazz and musical theatre.

Jono Simpson currently works in the Macquarie |

No Languages Available

Jono Simpson has prior
experience in the following industries:
The Soda Factory | Meu Jardim | E Lead Global Centre Of Excellence For Leadership Engagement And Development | Pullman Quay Grand Sydney Harbour | Australian Turf Club

Jono Simpson has the following professional experience:
Macquarie | The Soda Factory | Meu Jardim | E Lead Global Centre Of Excellence For Leadership Engagement And Development | Pullman Quay Grand Sydney Harbour | Australian Turf Club