Risk Manager
THE COMPANY:
- Our client is a well established Investment Brokerage house based in the City. They provide a range of traded products and platforms for international markets.
RESPONSIBILITIES:
- Verification and preparation of payments
- Calculating pre-trade margin requirements using PC SPAN and GMI
- Calculating adjustments for variation and initial margin
- Calling clients for additional margin
- To calculate real-time portfolio analysis
- Updating and distribution of margin changes
- Calculating arbitrage positions for margin and credit purposes
- Maintaining risk parameters and monitoring of screen based trading risk
- To proactively work on day to day analysis of ‘what if’ scenarios using tools such as Blacksholes or Global Risk
- Understanding the Greeks for option portfolios
- Implement trading limits and pre-trade risk management i.e. CGQ, TT. FIDESSA, , PATS, ICE, RTS, FASTFILL
- To understand the concept of stress testing to evaluate portfolios on a pro-active basis
- Verification of payments and then adjust electronic platforms accordingly
EXPERIENCE REQUIRED:
- Risk Management expereience within a brokerage
- Significant knowledge of electronice trading platforms
- Relevent professional qualifications are highly desirable.
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