Overview of the Role Safeguard the firm by setting limits, measuring risk (daily MtM, Historical VaR), and enforcing discipline. Establish and enforce the risk and compliance framework for all trading activities. Monitor positions, validate hedge strategies, ensure regulatory alignment, and manage reporting of financial risk metrics like VaR, MTM, and credit exposure.
Key Responsibilities Own risk policy and limit framework (product, tenor, counterparty, credit) run pre-trade approvals. Produce daily MtM, VaR, stress/scenario perform backtesting and P&L explain escalate breaches. Oversee counterparty credit limits, exposure monitoring, and collateral/margin arrangements. Coordinate with Treasury on LCs/FX/liquidity ensure clean audit trails and reporting to ManCom/Group CFO. Lead model validation and new-product approvals maintain DOIs/SoDs and control attestations. Design hedging frameworks and ensure integration of physical/derivatives positions into the company's risk system Esta...