Derivatives Risk Officer

Responsibilities:

• Monitor daily market risk exposures across derivatives, bonds, equities, and futures portfolios;
• Analyze VaR, sensitivities (Greeks, duration, convexity, beta, etc.), and stress test results, ensuring accurate reflection of market movements;
• Assess counterparty credit exposure and margin requirements under SIMM or SA-CCR methodologies;
• Conduct scenario analysis and backtesting to evaluate model robustness and portfolio resilience under extreme conditions;
• Support new product due diligence across asset classes, ensuring risks are properly identified, measured, and approved before trading;
• Collaborate with Front Office, Risk Analytics, and Treasury to monitor liquidity risk and ensure sufficient collateral and funding coverage;
• Enhance and automate risk reports, limit dashboards, and risk monitoring processes for greater transparency and efficiency;
• Contribute to the review of risk policies, limit frameworks, and internal risk governance materials;
• Assist in regulatory submissions, internal audits, and stress testing exercises.

Requirements:

• Bachelor’s or Master’s degree in Finance, Economics, Mathematics, or related discipline;
• 3–5 years of experience in market or counterparty risk management, ideally covering multi-asset products;
• Solid understanding of derivative pricing, bond valuation, and equity/futures market risk dynamics;
• Familiarity with VaR, stress testing, and exposure measurement models;
• Knowledge of regulatory frameworks such as Basel III, SA-CCR, and margin requirements is preferred;
• Strong analytical and technical skills; proficiency in Excel/VBA, Python, or SQL preferred;
• Excellent communication and stakeholder-management skills with strong attention to detail;
• Professional qualifications such as FRM, CFA, or PRM are a plus;
• Hands-on experience with risk systems (e.g.,Bloomberg MARS, RiskMetrics);
• Understanding of interest rate, FX, equity, and credit markets;
• Ability to interpret complex risk metrics and translate them into actionable insights for management;
• Team-oriented, proactive, and comfortable working in a fast-paced trading environment.

Attractive remuneration will be offered to the right candidate. Interested parties please email your full resume with present & expected salary and date of availability via "Apply Now".