Risk Manager

Role & responsibilities

• Identify, assess, and mitigate risks across a diverse range of asset classes, including Equities, Futures & Options (F&O), Commodities, Currencies, and Bonds, utilizing advanced risk management techniques.
• Utilize Derivative Greeks to analyze potential impacts on the portfolio and implement strategic adjustments to manage exposure effectively.
• Develop and maintain Value at Risk (Var) models to quantify potential losses within the portfolio under normal market conditions.
• Create and produce comprehensive Open Gap reports to monitor and manage risk exposures across various financial instruments.
• Calculate and analyze Duration and DV01 to assess interest rate risk and ensure alignment with the company's overall risk management strategy.
• Generate and evaluate the company's Risk Adjusted Treasury Report to provide insights into risk-adjusted performance and alignment with corporate objectives.
• Conduct extensive back testing of trade strategies to ensure robustness, accuracy, and alignment with market conditions and risk parameters.
• Re-price active structured products under various market scenarios to ensure competitiveness and optimal risk-return profiles.
• Collaborate with cross-functional teams to communicate risk exposures and develop strategies that align with the company's risk appetite and investment objectives

Preferred candidate profile

• Postgraduate degree in finance, economics or related field
• FRM, CFA or equivalent certification preferred but not mandatory
• Basic Understanding of global financial markets, various asset classes & derivative products
• Moderate to High efficiency in MS Excel or any other accounting software
• Self-motivated, objective oriented and analytical person
• Ability to learn and internalize new processes, platforms and systems
• Strong verbal and communication skills.