Responsibilities:
Risk Control & Operational Integrity
- Maintain and assist in managing the enterprise risk management framework, ensuring alignment with global standards.
- Execute daily risk processes, including mark-to-market valuations, initial and variation margin calculations, and clearing risk monitoring.
- Investigate breaches of risk limits and margin excesses, perform root-cause analysis, and manage stakeholder escalation and audit trails.
- Oversee administration of non-cash collateral and digital assets, including evaluation of haircut policies and tokenized asset valuations.
- Develop advanced reporting suites for management and regulators; monitor market trends and geopolitical events for emerging risks.
Risk Development & Advanced Analytics
- Support enhancement of risk systems using Python, SQL, Git, and AWS cloud infrastructure.
- Participate in stress testing, reverse stress testing, and sensitivity analysis to evaluate margin adequacy under extreme market scenarios.
- Build AI-driven models and data visualization dashboards to improve risk monitoring and strategic decision-making.
- Design and execute test cases for system upgrades and new product integrations.
Risk Culture & Governance
- Promote a robust risk-aware culture through training, engagement, and collaboration with Compliance and Finance teams.
- Prepare and provide critical risk data for auditors, validators, and regulatory submissions.
