September 16, 2018
Market Risk Analyst (Investment Bank)
Market Risk Analyst with deep knowledge of Russian financial market.
Описание
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)
Требования к кандидату
Профессиональный опыт*2 года (Обязательно)
Образование
Магистр (Обязательно)
Индустриальный опыт
Инвестиции (Обязательно)
Знание языка
Английский: Свободный (Обязательно)