Intern, Financial Risk Management Group (Banking)

You may be involved in:

• Assessment and development of quantitative financial risk assessment methodologies
• Modeling in SAS, R (PD, LGD models, stress-testing)
• Review and development of the client’s risk management system
• Basel capital adequacy framework planning and implementation
• Capital allocation methodology review and implementation
• Validation of client’s financial instrument pricing methodologies
• Valuation of complex financial instruments held by clients
• Development of derivatives-based hedging strategies

To fill the role a candidate is expected to meet the following requirements:

• Higher education (degree preferably in Economics, Finance) or last year student
• Good skills in report writing, presentations preparation
• Strong presentation and interpersonal skills, written and verbal communication skills
• Any programming skills will be advantage
• Fluent English to have the opportunity to work with international risk management systems
• Strong MS Office (Word, Excel, Power Point)
• Programming skills in Excel VBA, Matlab, C/C++
• Team player and quick-learner
• Readiness for business-trips
• Ability to work full-time

We offer:

• Working as part of an experienced team on complex projects for major Russian and multinational companies
• Excellent opportunities for career and professional growth’
• A wide range of training and development programs
• Great professional team and friendly environment
• Comfortable high-class office in Moscow City