ZanskarActive opening

Senior Risk Management

BangaloreOn-siteSeniorFound 5 days ago
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Job Description - Senior Risk Management (RMS) – Derivatives & Proprietary Trading

Location: Bangalore

Experience: 6–10 Years

Department: Risk Management

Employment Type: Full-time

Role Overview:

We are hiring a Senior RMS professional to manage real-time risk for a proprietary derivatives trading business. This is a front-line risk ownership role with direct responsibility for trader-level and portfolio-level risk. The role requires strong independent decision-making during volatile and stressed market conditions while working closely with active traders and trading systems.

Key Responsibilities:

Real-Time Risk Monitoring

  • Monitor and manage real-time risk for individual traders and their derivatives portfolios
  • Track and control MTM and margin utilisation
  • Monitor product and expiry concentration
  • Track directional and volatility exposure
  • Monitor option Greeks including Delta, Gamma, Vega, Theta

Strategy & Exposure Risk Evaluation

  • Evaluate risks from naked option positions
  • Assess short-volatility and high-gamma strategies
  • Monitor leveraged and directional books
  • Assess volatility and gamma behaviour during market stress

Decision-Making & Square-Off Authority

  • Take independent and timely square-off decisions during sharp market moves
  • Act in margin stress situations
  • Enforce action on breach of internal risk limits
  • Manage rapid MTM drawdowns
  • Prioritise positions and traders during volatile market conditions
  • Decide on partial versus full position unwinds
  • Handle illiquid or fast-moving contracts effectively

Risk Framework & Limit Management

  • Define and enforce trader-wise risk limits
  • Define and monitor strategy-wise limits
  • Implement product and expiry-wise limits
  • Manage intraday and overnight risk limits
  • Strengthen RMS controls and monitoring processes

Collaboration & System Improvement

  • Work closely with trading and technology teams
  • Implement real-time alerts and automated risk triggers
  • Automate square-off rules
  • Enhance RMS dashboards and monitoring systems

Post-Event Analysis

  • Conduct post-event and post-trade risk analysis for major P&L or risk incidents
  • Recommend improvements to risk frameworks and controls

Required Experience & Skills

  • 6–10 years of hands-on RMS experience in a proprietary derivatives trading environment
  • Experience managing risk at an individual trader level
  • Strong understanding of options and complex option strategies
  • Knowledge of naked versus hedged positions
  • Understanding of volatility and gamma behaviour during market stress
  • Strong judgement in position unwinds and risk prioritisation
  • Experience with live RMS systems and real-time market risk monitoring tools
  • Ability to operate decisively in high-pressure trading environments

Preferred Background

  • Experience in proprietary trading firms, quantitative or structured trading desks, or high-frequency/systematic setups
  • Exposure to index and stock derivatives portfolios with high intraday turnover
ZanskarSenior Risk Management
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