Risk Management Analyst

The role: Participate in the improvement of in-house risk-management system. Verify accuracy and reliability of the software implementation of the risk-management system. Provide support for the development and validation of risk models. Monitor effective risk parameters and coordinate adjustments. Monitor firm's positions and collaborate with Treasury on liquidity management. Perform client portfolio stress testing and risk analysis (FX, equities, futures, options, fixed income). Assist trading desk and account managers on margin calls. Prepare market risk reports including VaR and Stress testing. Requirements: Masters in Financial Engineering / Computer Science / Hard sciences. At least 2 years of risk management / front office position in a financial institution. Good understanding of markets and instruments (cash equities, futures and options, FX spot and forwards, interest rates). Understanding of market risk management methodologies (stress-testing, VaR, Portfolio margin, etc). Working knowledge of market risk management approaches is highly desirable. R, Matlab, Python or other programming language knowledge strongly preferred. Relational Databases and SQL experience is a plus. Good written and spoken English. We offer: Challenging and exciting tasks. Working at the leading financial company with offices in four countries. Multicultural work environment where self-initiative is rewarded. Free lunch and office snacks. Career growth opportunity. Competitive salary and benefits.