Manager - Risk & Market Surveillance

PMEX

Karachi , Pakistan

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Posted Dec 16, 2024 776 views 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.

Skills

Admin Operations Management Problem Solving Analytical Thinking

Job Details

Industry:

Services

Functional Area:

Monitoring & Evaluation (M&E)

Total Positions:

1 Post

Job Shift:

First Shift (Day)

Job Type:

Full Time/Permanent

Job Location:

Gizri, Karachi, Pakistan

Gender:

Male

Minimum Education:

Bachelors

Degree Title:

BS Actuarial Science & Risk Management

Career Level:

Experienced Professional

Experience:

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

Apply Before:

Jan 17, 2025

Posting Date:

Dec 16, 2024