Intern, Financial Risk Management Group (Banking)


Financial Risk Management Group is providing consulting services in the areas of financial risk modeling, development of risk-management systems and strategies as well as valuation of financial instruments for our clients, mainly, in financial sector.







Описание

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