Risk System Operation: Run and maintain the firm’s VaR and risk systems daily. Ensure all positions and strategies are accurately captured, priced, and reflected in the risk engine.
Intraday Limit Monitoring: Monitor trading exposures in real time against the firm’s risk limits (position size, margin, and concentration). Identify and escalate potential breaches promptly.
Margin Tool Operation: Reconcile daily margin requirements against FCM statements and calls. Run what-if scenarios across exchanges and FCMs to optimize margin usage, reduce capital requirements, and identify efficiencies.
Stress Testing: Execute daily stress tests and scenario analyses.
Anomaly Detection & Tool Ownership: Identify and investigate outliers, data issues, or unexpected spikes in VaR or risk metrics. Own the resolution of technical or pricing p...