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Trader assistant/Quant INTERN / JUNIOR SPECIALIST
Renaissance Capital | Russia, Moscow

Renaissance Capital is looking for Trader assistant/Quant to join our Equity Derivatives Team with strong Economics/Finance/Mathematics background and 1-2 years of experience in Banking, Financial Consulting.

Description

Renaissance Capital is looking for Trader assistant/Quant to join our Equity Derivatives Team with strong Economics/Finance/Mathematics background and 1-2 years of experience in Banking, Financial Consulting or in middle office department of a brokerage house. Ideal candidate should have general knowledge of basic financial instruments, transactions settlement principles and principles of financial risk management.

 

Required skills:

  • Understanding how Treasury / Finance / Trading functions in a bank, regarding use of financial resources of the organization (internal cost of funding, limits, etc.)
  • Common understanding of the principles of financial risk management (market exposure, volatility, collateral, initial margin)
  • Understanding of cash flows, resulting from trading futures, forwards, options, stocks (initial margin, premium, variation margin)
  • Common understanding of transactions settlement principles (OTC vs exchange, delivery versus payment, T + settlement, custody)
  • Understanding how Russian stock market operates (Initial Margin, Variation margin, daily fixings, deliverable vs settlement contracts, repurchase agreements with the Central Counterparty, REPO haircuts, etc)
  • Understanding FIFO / LIFO methods
  • General knowledge of basic financial instruments (stocks, options, futures, forwards, FX swaps): pricing and risks
  • Probability theory (random variables, stochastic processes: geometric Brownian motion / Ornstein–Uhlenbeck, random variable distribution, correlation, stationarity, Markov chains, Monte Carlo processes, etc.)
  • Mathematical Statistics, Time series

Competencies:

  • Education: Bachelor/Master of Arts /Specialization: Economics/Finance, Mathematics/Programming
  • Experience: 1-2 years in Banking (Treasury, Trading, Risk Management: Asset Liability Management, Market Risk) or Financial Consulting (Big Four: risk management) or in real economy (big industrial company, Treasury only) or in middle office department of a brokerage house or just uber smart guy from top university with excellent grades.
  • Software: Excel advanced user (VBA programming), SQL, Bloomberg , MS office
  • Coding: C++/java + scripting language for prototyping/data manipulation
  • Math soft: R, Mathlab
  • Language: fluent English

Candidate Selection Criteria

  • Professional Experience (>)
    1 year (optional)
  • Education
    • Undergraduate (required)

Contact Details

  • Recruiter
    Yulia Alaykina
  • Location
    Russia, Moscow
  • Phone (office)
    84952587770 ext. 4640
  • Email
    yalaykina@rencap.com
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