Head - Prop RMS - Banking

Requirements :

1. In depth understanding of option greeks and financial markets.

2. Must know how to use Greeksoft RMS Standalone and RMS Admin software. Basic tasks like opening / closing of limits , other risk checks on a day to day, live monitoring of positions etc.

3. Understanding of scenario analysis using Variance Covariance method, Monte Carlo Simulation method etc.

4. Must have knowledge about risk parameters like VAR.

5. Minimum of 7-8 years of experience in the above mentioned field at a recognised 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.