Market Risk Analyst

Описание

Key Responsibilities: Organizing the process of market risk management for the trading book in accordance with internal requirements 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 the risk management and PnL including for the purpose of limit setup and reviews Develop and document methodologies for market risk measurement, monitoring, and reporting in accordance with internal standards Organizing procedures for the assessment and monitoring of trading book market risk metrics for derivatives, equity, money market, bond trades Backtesting of internal risk models Qualifications and Skills: Higher education in applied mathematics/physics or computational finance At least 3 years of experience in market risk management Strong knowledge of financial products including an understanding of risk representations (Greeks, VaR, ES, DV01 etc) Strong technical and advances coding skills in Python and SQL are required Holding FRM or PRM certifications is an advantage Experience with the specialized front-office platform Systematica Radius is an advantage Strong communication and interpersonal skills. Excellent attention to detail and ability to work with complex data sets. Upper-Intermediate+ English We Offer: 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