Market Risk Analyst (Investment Bank)

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)