Commodity Risk Manager
7 days ago
Roles and Responsibilities:
- Commodity Position Monitoring
- Monitoring of the clients trading portfolio to minimize risk to the company.
- Allocation Monitoring, Reporting
- Communication and co-ordination between various stakeholders to highlight the risk & take action wherever possible
- Approve collateral exceptions as required
Functional Responsibilities:
- Commodity segment monitoring of delivery intention and margin maintenance prior to expiry.
- Process around Option position devolvement into future contract prior to expiry.
- Peak margin monitoring, margin allocation process.
- Open interest v/s clients position monitoring as per regulatory.
- Underlying wise exposure evaluation v/s OI & liquidity.
- Frame and adhere to internal risk policies and approval matrix for all assessments
- Review of risk management policies including the quantification of risk through specific risk limits
- Oversight of risk at broking level and adequate communication with the senior business people.
- Communication with various teams for various requirements of assessment
- Assess exceptions to above mentioned frameworks/policies
- Prepare periodic analysis for reporting to senior authorities
- Tracking and implementation of regulatory changes.
- Understanding of trading platform. Like Greeksoft, Omnesys, Kambala.
- Process improvement & Automation
Qualification: MBA/CA/CFA
Experience: 7 + years
Functional Competencies:
- Strong analytical skills with deep understanding of Options and handling special situation trades.
- Understanding of collateral
- Proficient with MS Office and Outlook, NISM certification
- Excel VBA macro
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