- Help write and maintain the FCM’s Risk Management Program under CFTC Regulation 1.11, including risk appetite, tolerance limits, methodologies and escalation paths.
- Set and monitor pre-trade and intraday limits for market, credit, margin, concentration and volume exposure; detect breaches and escalate them promptly.
- Develop and monitor the customer-margin and risk-limit framework, including house margin add-ons, customer credit and concentration limits, deficit monitoring, liquidation thresholds and escalation procedures.
- Run stress tests, scenario analysis and exposure aggregation across customers, products and venues.
- Monitor liquidity, capital, counterparty and depository exposure with Finance, and oversee customer-fund segregation and residual interest.
- Assess clearing, settlement, contract-expiration, technology, data and third-party risks, including controls around order entry, position management and settlement.
- Prepare quarterly Risk Exposure Reports and interim reports when material risk exposures change; coordinate required regulatory filings.
- Track recommended Risk Management Program changes and remediation items through completion.
- Assess risks of new products, venues and clearing relationships before launch.
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