Global Markets Risk Analyst
По договоренности
- Смоленская
- Киевская
- Парк Победы
Key Responsibilities:
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Organizing the process of market risk management for the trading book in accordance with internal requirements
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Developing and maintaining internal tools and applications to support market risk management and improve the efficiency of risk monitoring processes
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Interacting with the trading desk regarding the risk management and PnL including for the purpose of limit setup and reviews
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Develop and document methodologies for market risk measurement, monitoring, and reporting in accordance with internal standards
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Organizing procedures for the assessment and monitoring of trading book market risk metrics for derivatives, equity, money market, bond trades
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Backtesting of internal risk models
Qualifications and Skills:
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Higher education in applied mathematics/physics or computational finance
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At least 3 years of experience in market risk management
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Strong knowledge of financial products including an understanding of risk representations (Greeks, VaR, ES, DV01 etc)
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Strong technical and advances coding skills in Python and SQL are required
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Holding FRM or PRM certifications is an advantage
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Experience with the specialized front-office platform Systematica Radius is an advantage
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Strong communication and interpersonal skills.
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Excellent attention to detail and ability to work with complex data sets.
- Upper-Intermediate+ English
We Offer:
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5/2 office (Moscow City based)
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Competitive salary (depends on experience and qualification)
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Comfortable working environment in the city center with international professional team
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Medical and travel insurance, mobile phone allowances, etc.
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Opportunity for personal and professional growth
Опубликована 2 дня назад
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