Posted By
Posted in
Banking & Finance
Job Code
1473294
Responsibilities:
- Identifying, categorizing and validating the risks associated with all electronically traded flow.
- Oversight of trading limits and controls to ensure the business is taking risk in consistent with the companys strategy. Reviewing intraday trading limit structure/controls and establishing/validating limiting setting logic where necessary
- Developing metrics and identification of key performance metrics quantifying the effectiveness of the risk framework
- Reviewing and developing a uniform standard for the use of execution algorithms and the associate risk and control framework
- Monitoring risk across all trading desks including the analysis of current algorithms
- You will work with engineers, developers, quants, and traders, responsible for the real time market risk analysis using portfolio Greeks, stress testing, liquidity analysis, and Base capital measures.
- You will be on the desk during the trading day, looking out for any unusual behavior in algo trading while keeping a tabs on market activity and monitoring our risk and portfolios.
- Work directly with diverse set of stakeholders including trading units, strategists, risk management team, IT, Compliance and Operations.
- Maintain active dialogue regarding trading & hedging strategies, risk representation, and limit compliance.
- Communicate key risks to senior management on a regular basis.
- Implementation of the controls policy including assisting in the development of new controls where appropriate.
Skills Needed:
- Deep understanding and working knowledge of derivatives pricing and financial products
- Electronic options market making experience
- Proven ability to make time-critical decisions and work with team members in pressurized environments
- Prior experience working with automated trading systems
- Excellent communication skills for written, graphical and verbal presentation.
- Excellent IT solutions and programming skills would be preferred
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Posted By
Posted in
Banking & Finance
Job Code
1473294