Responsibilities: 

• RWA calculation & methodology across jurisdictions of Group’s international presence;
• Methodological support of business with respect to RWA calculation;
• Prudential regulations for financial markets review and analysis
• RWA optimization for complex intergroup deals;
• Participation in RWA-related IT projects, user testing.

Requirements:

• University degree in Mathematics/Computer Science/Physics/Economics/Finance (MSU, MIPT, NES, HSE, etc.);
• Experience with RWA for financial markets and derivative financial instruments;    
• Knowledge of regulations (at least selective) Basel II/III, FRTB, Central Bank of Russia regulation (180-И, 511- П, 178-И, 3876-У), EU regulation (CRR, CRD, EMIR);
• Data analysis skills, experience with programming languages/stats packages is advantage;
• Advanced English;
• Advantage: international professional certification (FRM, PRM, CFA, CQF, etc.);
• Personal skills: efficient, proactive, attentive to details, result-oriented.

We offer:

• Stable job in highly professional team
• Interesting path of career in an international organization
• Private health care, fitness in the office, employees’ benefits
• Extensive courses & training for our employee