Assistant Manager – Risk & Market Surveillance
Direct Reporting:
Chief Risk Officer
Education:
Bachelors/Masters in Actuarial Sciences and/or Risk Management or Finance. Candidate possessing any relevant professional certificated in aforementioned fields shall also be considered.
Experience:
4 to 5 years of experience (min. 1 year managing a team)
Job Responsibilities:
- Monitor international news and upcoming Data which might affect commodity prices and market exposures.
- Monitoring large trades to evaluate market concentrations.
- Monitoring Price Limits and validate prices at time of mark to market.
- Analyze price and volume data to detect (e.g.) unusual price movements, market congestion, or unusual volume activity, which could be indicative of underlying problems in the market.
- Develop internal reports and dash boards to communicate daily market activity to management
- Monitor Auto liquidations, Debit balances, Margin call aging and clearing deposit shortages for the Brokers.
- Monitor margin calls, clearing deposit shortfalls and Profit & loss for Market makers.
- Assist the Customer support staff to entertain the customer generated queries related to trades and orders executions, price matching, authenticity of prices etc.
- Monitor market makers price feed using the Exchange operated BOTs.
- Future Contract pricing, derivative VaR calculations and Future Margin Calculation.
- Perform UAT of PMEX ETS systems functionalities pertaining to risk and market surveillance functions.
- Perform fair price and trade cancellation analysis
- Perform any other task assigned by HOD.
Skills/Experience
- Analytical mindset, good problem-solving skills and proficiency in Microsoft office (especially Excel).
Please send your resume at careers@pmex.com.pk