Manager – Market Risk and Valuations (In Archive)


You will be assisting clients in the area of market risks, financial instruments valuation, financial risk advisory, capital management and liquidity, financial sector regulatory. We are focused especially on banks and asset management companies.







Description

The latest trends in market risk models, the pricing of financial instruments and the regulations of financial institutions require higher demands on mathematical and statistical experience.If you have a positive approach to quantitative methods in finance; if you like travelling, working in a team, and you want to develop yourself in the finance industry and risk management, contact us.
WE ARE LOOKING FOR:

A new colleague with experience in the banking & financial sector, mathematics, statistics and risk management.
Our new colleague should be creative and willing to make their ambitious dreams come true.

WE REQUIRE:

A university degree (Masters or PhD) preferably in mathematics, statistics, economics or physics
Extensive knowledge of quantitative methods e.g. regression techniques (both linear and non-linear), time series analysis, statistical testing (e.g. stationarity, linearity, autocorrelation, etc.)
Sound background in financial mathematics; theories for valuation, modelling and pricing of financial instruments including derivatives
Willingness to learn new things
Financial sector experience of at least 4-5 years
Knowledge of accounting standards (IFRS) mainly IAS 39
Knowledge of quantitative methods and statistics
Basic knowledge of programing language (i.e. R language), knowledge of SQL is an advantage
Excellent knowledge of the English language (spoken and written)
Excellent structured and analytical thinking
Personal responsibility and self-reliance
Smaller team management and project leadership
An active approach
Confident manner and excellent presentation skills

WE APPRECIATE:

Working experience outside of Russia
Experience with development/ validation of financial/risk models and valuations of financial assets, including derivatives
Excellent structured and analytical thinking
Audit background in big 4
Knowledge of stochastic process theory and experience with process modelling
Knowledge of financial market orientation and financial market regulation
Presentation skills




Job contact details

Ernst & Young +7 (495) 755-97-65



Candidate selection criteria

Professional Experience*

4 years (Required)


Education

Undergraduate (Required)

Languages

English: Fluent (Required)