Successful candidates will work mainly with credit instruments: regular pricing (portfolio of vanilla and structured instruments), do reporting and presentations, analyze and communicate results, propose improvement in IT & methodology & process.
Key responsibilities:
- Testing releases of IT systems related to pricing of credit instruments;
- Enhancement of data integrity process around credit instrument (market data and statics);
- Improvement and documentation of the credit instrument fair valuation process;
- Regular pricing of credit instrument (vanilla and structured), Greeks calculation, P&L explain.
Desired skills and Qualification:
- Master degree in Finance/Economics (preferably also degree in Mathematics/Physics);
- Good understanding of reserving (AC and FV) procedures and methodologies;
- Understanding of IFRS requirement related to fair valuation of derivatives and loans (IFRS 9/13);
- Strong computer skills, experienced SQL user, understanding main principles of building up production systems;
- Good soft skills, result oriented hard worker, attention to details, stress tolerance.
We offer:
- Stable job in highly professional team;
- Interesting path of career in an international organization;
- Private health care, fitness in the office, employees’ benefits;
- Extensive courses & training for our employees