Key Responsibilities:

• Oversee and optimize risk exposures across A-Book, B-Book, and C-Book models.

• Manage exposure through hedging strategies, liquidity provider routing, and position netting.

• Define and implement risk thresholds and policies tailored to each book structure.

• Ensure risk practices are aligned with relevant regulatory frameworks (e.g. SCA).

• Oversee risk tools and integrations with trading platforms (MT5, Centroid Bridge).

• Evaluate liquidity provider (LP) performance and credit risk.

• Manage LP exposure limits and monitor pricing latency, rejections, and slippage.

• Ensure accurate real-time risk data feeds and automated alerts for margin calls, exposure breaches, and pricing anomalies.

• Monitor real-time exposures, P&L fluctuations, margin utilization, and liquidity gaps.

Qualifications:

• Experience in Risk Management, Financial Risk Assessment, and Risk Mitigation

• Deep understanding of A-Book/B-Book/C-Book structures, and hedging mechanics.

• Knowledge of Regulatory Compliance and Risk Control frameworks.

• Strong Analytical, Problem-Solving, and Decision-Making skills.

• Excellent Communication and Interpersonal skills.

• Proficiency in Risk Management Software and financial analysis tools.

• Bachelor’s or Master’s in Finance, Risk Management, Economics, Mathematics, or a related field.

• Professional certifications (e.g., FRM, CFA, PRM) are highly desirable.

• Minimum 7–10 years of experience in risk management within forex, CFD, or proprietary trading firms.

• Strong quantitative and analytical mindset.

• High attention to detail, with a proactive and decisive nature.

• Excellent stakeholder communication and leadership skills.

• Ability to thrive under market pressure and tight deadlines.