Manager - Risk & Market Surveillance

PMEX

卡拉奇，巴基斯坦

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发布 Aug 21, 2024 266 查看 Report Job

PKR. 125,000 - 200,000/Month

Ensuring that the margin requirements commensurate with the risks, address pro-cyclicality and provide adequate coverage in conformity with international benchmarks
Developing, maintain and validating the Value at Risk margin models
Performing stress test to ensure adequacy of SGF
Develop internal reports and dash boards to communicate daily market activity to management;
Monitoring Market maker’s Exposure and liquidity position and providing risk disclosures to New Market makers
Performing User Acceptance Testing (UAT) of new functionalities developed related to risk and market surveillance
Documentation of models being used for risk management along with development of associated policies
Preparing documents and presentations for Risk Committee
Observe international news and upcoming Data which might affect commodity prices and market exposures;
Develop and implement an Enterprise Risk Management (ERM) framework to identify, assess, and mitigate organizational risks.
Ensure effective shift management for the department
Perform any other task assigned by HOD.

技能

Microsoft Excel Problem Solving Analytical Thinking

工作详细内容

全部职位:

1 发布

工作时间:

早班

工作类型:

全职/长期工

工作地址:

Gizri, 卡拉奇, 巴基斯坦

性别:

男性

最低学历:

学士

学位头衔:

BS Actuarial Science & Risk Management

职位等级:

资深专业人员

经验:

6年 - 8年 (Candidates having professional certifications in Risk Management (FRM or CFA), Machine Learning, Artificial Intelligence, or Data Science shall be preferred.)

在之前申请:

Sep 22, 2024

发布日期:

Aug 21, 2024