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