Manager – Market Risk and Valuations

You will be assisting clients in the area of market risks, financial instruments valuation, financial risk advisory, capital management and liquidity, financial sector regulatory. We are focused especially on banks and asset management companies.


The latest trends in market risk models, the pricing of financial instruments and the regulations of financial institutions require higher demands on mathematical and statistical experience.If you have a positive approach to quantitative methods in finance; if you like travelling, working in a team, and you want to develop yourself in the finance industry and risk management, contact us. WE ARE LOOKING FOR: A new colleague with experience in the banking & financial sector, mathematics, statistics and risk management. Our new colleague should be creative and willing to make their ambitious dreams come true. WE REQUIRE: A university degree (Masters or PhD) preferably in mathematics, statistics, economics or physics Extensive knowledge of quantitative methods e.g. regression techniques (both linear and non-linear), time series analysis, statistical testing (e.g. stationarity, linearity, autocorrelation, etc.) Sound background in financial mathematics; theories for valuation, modelling and pricing of financial instruments including derivatives Willingness to learn new things Financial sector experience of at least 4-5 years Knowledge of accounting standards (IFRS) mainly IAS 39 Knowledge of quantitative methods and statistics Basic knowledge of programing language (i.e. R language), knowledge of SQL is an advantage Excellent knowledge of the English language (spoken and written) Excellent structured and analytical thinking Personal responsibility and self-reliance Smaller team management and project leadership An active approach Confident manner and excellent presentation skills WE APPRECIATE: Working experience outside of Russia Experience with development/ validation of financial/risk models and valuations of financial assets, including derivatives Excellent structured and analytical thinking Audit background in big 4 Knowledge of stochastic process theory and experience with process modelling Knowledge of financial market orientation and financial market regulation Presentation skills

Контакты вакансии

Ernst & Young +7 (495) 755-97-65

Требования к кандидату

Профессиональный опыт*

4 года (Обязательно)


Бакалавр / Специалист (Обязательно)

Знание языка

Английский: Свободный (Обязательно)