Chief Risk Officer
Bachelors/Masters in Actuarial Sciences and/or Risk Management or Finance. Candidate possessing any relevant professional certificated in aforementioned fields shall also be considered.
5 to 6 years of experience (1 to 2 years managing a team).
- 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 limits 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;
- Ensure effective shift management for the department
- Perform any other task assigned by HOD.
- Analytical mindset, good problem-solving skills and proficiency in Microsoft office (especially Excel).
Last Date to Apply: September 15, 2022
Please send your resume at [email protected]