VTB Capital Investment Management ($37B AUM) is #1 largest asset management company in Russia and CIS.
This is a unique opportunity to join a booming industry of asset management. You will be sitting at the center of the trading desk, working closely with the Head of Research, CEO, Portfolio Managers and Sales Director – the veterans and the founders of the Russian asset management industry.
Your responsibilities (under careful guidance of the Head of Research) will include:
∙ Building quantitative models for different asset classes (e.g. global asset allocation model, country risk allocation model, equity-bond allocation model, USD-RUB allocation model);
∙ Automation of data parsing, processing and storage;
∙ Data mining and description of found correlations, patterns and trade ideas arising from them;
∙ Automation of reporting based on model outcomes;
∙ Supporting existing models (testing on recent historical data; continuous updating of the values of the model parameters, explanation of the possible reasons for the change in parameter values).
∙ Interest in financial markets, quantitative analysis of financial time series, econometrics; data mining
∙ Theoretical knowledge of the valuation of various financial instruments;
∙ Experience in programming in SQL, VBA, Python, R; statistical / econometric analysis packages.
Please send your CV (cover letter not needed) to Daniil.Evseev@vtbcapital.com with email subject “Analyst / Intern CV”