Head - Risk Management @ SMB HR Solutions

Job Description

We are looking forward for a suitable candidate for the position of Head - Risk Management (Prop Desk) Requirements : 1. In depth understanding of options and option greeks. 2. Must know how to use Greeksoft RMS Standalone and RMS Admin softwares. 3. Must know how to communicate with dealers regarding their positions and get them to reduce if need be based on market scenario. 4. Must know how to perform scenario analysis using Variance Covariance method, Monte Carlo Simulation method etc. 5. Must have knowledge about risk parameters like VAR, SD etc. 6. Must have a minimum of 7-10 years of experience in the above mentioned field at a recognized prop desk set up. What you will do : 1. Forming the risk framework policy with the management. 2. Day to day monitoring of the positions of the prop dealers. 3. Maintaining positions based on the agreed risk policies. 4. Real time monitoring of options greeks and take suitable actions as and when needed. 5. Be in touch with the management regarding prop book risk, especially overnight positions. 6. Performing scenario analysis on the positions at 3:15 PM and making sure positions are within risk parameters. 7. Constant upgradation and optimisation of risk policies and framework with the management.

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Keyskills:   rms risk management risk frameworks