Manager, Commodities Risk Management Lazio

Manager, Commodities Risk Management
Roma
Lazio, Lazio

Main areas of responsibility

- Calculation systems of the margining parameters, definition and updating

- Margin calculation systems, definition and updating

- Stress test scenarios and models, definition and updating

- Back test scenarios and models, definition and updating

- Amounts of default funds, definition and updating

- Closing price calculation systems, definition and updating

- Collateral valuation systems, definition and updating

- Calculation of intraday margins

- Credit risk model, definition and updating

- Definition and update of the liquidity risk model

- Definition and update of the investment risk model

- Documentation and support to the Risk Committee to the Internal Risk Committee for Risk Management aspects

- Relations with the Supervisory Authorities for aspects related to Risk Management

- Interoperability management with LCH SA on the Risk Management side

- Participation in international working groups for aspects related to risk management

- Statistics & Reporting

We are proud to be an equal opportunity employer.

We do not discriminate against individuals on the basis of race, gender, age, citizenship, religion, sexual orientation, gender identity or expression, disability, or any other legally protected factor.

We value the unique talents of all our people, who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.

Additional Information

This job description is only describing the main activities within a certain role and is not exhaustive.

It does not prevent to add more tasks, projects.