We are looking for a motivated, dynamic, and results-oriented professional to join our team. The successful candidate will play a key role in supporting business activities and actively contributing to the achievement of the company’s objectives within an international, collaborative, and fast-paced environment.
Key Responsibilities:
Implement and monitor market risk models and methodologies across all asset classes (equity, forex, commodities) to manage trading limits, exposures and margin requirements for derivative instruments.
Monitor key market indicators such as volatility, Value at risk, Expected shortfall, liquidity, credit spreads, portfolio concentration, and macroeconomic signals to detect potential systemic or specific risks.
Perform daily controls on client portfolios, margin usage, leverage, diversification and liquidation orders, including conducting systematic stress testing analyses.
Monitor, together with the front office trading department, the investable universe restrictions of instruments (e.g. illiquid, sanctioned, or low-price instruments).
Perform controls on hedging activities with counterparties, verifying hedge effectiveness, analyzing collateral requirements, credit line consumption and conducting stress testing analyses on market risk.
Monitor portfolio-level exposure limits and key risk indicators (KRIs) set by the Board of Directors, Executive Management, etc., activating escalation procedures in case of breaches.
Prepare detailed and accurate reports for senior management, Committee, Regulators, providing clear analysis and recommendations.