Market Risk Analyst (Python)
Описание
Market risk analyst, Secret Pool• Organizing the process of market risk management for the trading book in accordance with internal requirements • Front-office trading system enhancement: requirements preparation, UAT, ongoing support in close cooperation with IT and front office • Developing and maintaining internal tools and applications to support market risk management and improve the efficiency of risk monitoring processes • Interacting with the trading desk regarding risk management and P&L • Trading limits setup and monitoring • Develop and document methodologies for market risk measurement, monitoring, and reporting in accordance with internal standards • Support FO in new product development and trading • Organizing procedures for the assessment and monitoring of trading book market risk metrics for derivatives, equity, money market, bonds, loans and commodity trades • Backtesting of internal risk models • Ad-hoc requests from managementRequirements• Higher education in applied mathematics, physics or computational finance • At least 3+ years of experience in market risk management — candidates from banks or brokerage market risk departments are strongly preferred • Strong knowledge of financial products including an understanding of risk representations (Greeks, VaR, ES, DV01, etc.) • Strong technical and advanced coding skills in Python and SQL are required • Holding FRM or PRM certifications is an advantage • Experience with the specialised front-office platform Systematica Radius is an advantage • Intermediate+ EnglishConditions• 5/2 office (Moscow City based) • Competitive salary (depends on experience and qualification) • Comfortable working environment in the city center with international professional team • Medical and travel insurance, mobile phone allowances, etc. • Opportunity for personal and professional growth View more Job type | Full-time ---|---Experience level | SeniorLocation | Moscow (Москва), Russia (Россия)Arrangement | Office Apply Ask a question Share vacancy Published: 07/09/2026