Deputy Manager – Risk & Market Surveillance

Direct Reporting:

Chief Risk Officer

Education:

Bachelors/Masters in Actuarial Sciences and/or Risk Management or Finance. Candidate possessing any relevant professional certificated in aforementioned fields shall also be considered.

Experience:

5 to 6 years of experience (1 to 2 years managing a team).

Job Description:

  • 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.

Skills:

  • Analytical mindset, good problem-solving skills and proficiency in Microsoft office (especially Excel).

City: Karachi

Last Date to Apply: September 15, 2022

Please send your resume at [email protected]

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