Market Risk Analyst (Investment Bank)


Market Risk Analyst with deep knowledge of Russian financial market







Описание

MAIN RESPONSIBILITIES:

  • Setting safe haircuts for repo/margin trading and derivatives;
  • Setting concentration limits for individual securities;
  • Risk analysis of derivative products (options, forwards, futures, swaps) including strategies;
  • Market Risk Reporting;
  • Work with market risk management of models for risk measures (VaR, stress testing) etc.

 

QUALIFICATIONS REQUIRED:

  • MS/MA Degree in Mathematics, Physics, Economics, or Finance from a reputable university is a must
  • Proficiency in using PC (deep knowledge of Excel, Access and VBA is a must)
  • Fluent English
  • Min 2-year market risk analysis experience with commercial/investment bank;
  • Deep practical knowledge of derivatives;
  • Experience in elaborating risk models for various risk measures, stress-testing and scenario analysis
  • Deep knowledge of Russian financial market.

 

COMPETENCIES:

  • Excellent analytical skills, preciseness
  • Responsibility, ability to learn quickly
  • Effective verbal and written communications skills
  • Ability to work under pressure
  • Ability to effectively manage multiple priorities and deadlines

 

COMPENSATION PACKAGE:

  • Competitive salary
  • Annual bonus
  • Life insurance
  • Medical insurance (employee and family members)






Требования к кандидату

Профессиональный опыт*

2 года (Обязательно)


Образование

Магистр (Обязательно)

Индустриальный опыт

Инвестиции (Обязательно)

Знание языка

Английский: Свободный (Обязательно)