Responsibilities:

• manage portfolio of OTC derivatives and related Structured Product
• hedging risks of an equity linked , credit or hybrid products
• pricing requests for a vast network of external and internal clients
• understand pricing models, portfolio management
• experience in algorithmic solutions
• communicating with risks, legal and other departments on new products launch and support

Requirements:

• mathematical background
• 3-5 years of running equity linked or hybrid products books
• knowledge of pricing models for vanilla and exotic derivatives
• English advanced (oral and written)

Conditions:

• work in the largest bank of Russia
• employment according to the Labor Code of the Russian Federation
• regular corporate training
• VMI, insurance against accidents and serious diseases
• financial assistance and social support, corporate pension program
• preferential credit conditions
• a bright and rich corporate life