• 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.

Job Details

Industry:
Total Positions:
1 Post
Job Shift:
First Shift (Day)
Job Type:
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

PMEX

Services · 51-100 employees - Karachi

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