Risk Manager

Venture Capital
Dubai
Negotiable
Responsibilities:  1. Risk Monitoring and Management: • Oversee and monitor exposure, deltas, and ensure compliance within the trading team. • Create and parameterize risk metrics for external teams and fine-tune risk parameters for internal teams. • Manage risk across the entire company, ensuring that all trading activities adhere to set risk parameters. 2. Operational Activities: • Establish and maintain workflows for monitoring risk metrics and automating processes. • Develop dashboards and reporting tools to track and visualize risk metrics. • Understand the origin and rationale behind various metrics and their impact on the trading strategies. 3. Arbitrage and Portfolio Management: • Monitor and ensure beta-neutral portfolios and delta-neutral positions within the trading strategies. • Ensure adherence to investment agreements and regulatory requirements. 4. Factor Analysis: • Conduct factor analysis to assess the potential impact of market changes on the portfolio. • Analyze the extent to which the portfolio reflects market movements and identify areas of risk exposure. • Experience in factor analysis is not mandatory but would be an advantage. Requirements: • Basic proficiency in Python for data analysis and automation. • Proven experience in risk management within a proprietary trading environment. • Strong understanding of risk metrics, exposure, deltas, and their implications on trading strategies. • Experience in creating and managing dashboards and reporting tools. • Familiarity with arbitrage trading and beta-neutral portfolio management. • Ability to ensure compliance with investment agreements and regulatory standards. • Analytical mindset with the ability to understand and explain the structure and origin of risk metrics.
Stepin Agency