Trader assistant/Quant INTERN / JUNIOR SPECIALIST (В архиве)


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.







Описание

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




Контакты вакансии

Yulia Alaykina +7 (495) 258-77-70 Россия, Москва



Требования к кандидату

Профессиональный опыт*

1 год (Опционально)


Образование

Бакалавр / Специалист (Обязательно)



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