• 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.

工作详细内容

全部职位:
1 发布
工作时间:
早班
工作类型:
工作地址:
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:
Nov 15, 2024
发布日期:
Oct 14, 2024

PMEX

· 51-100 员工 - 卡拉奇

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