Junior Quantitative Analyst

Treasury is looking for a Quantitative Analyst, who will develop models and optimize risk steering processes. In this position, you will be able to make immediate impact on decision making, covering interest rate and liquidity risk, and also optionalities within banking book.

Responsibilities:

·       development of models for pricing and hedging customers optionalities (prepayments, withdrawals, replenishments);

·       modelling clients behavior for different types of products;

·       design of optimal balance sheet steering.

Skills:

·       advanced Python3 skills and proficiency in numpy, pandas, scipy;

·       experience in SQL;

·       ability to conduct research/read papers and code models from scratch;

·       ability to communicate complex ideas in clear and concise way;

·       fluent English.

What we offer:driven, cooperative and sophisticated team; competitive salary and excellent social package; comfortable office near metro Smolenskaya.

Find out more about the vacancy you can by link, CV can be sent to: [email protected] with subject line «Junior Quantitative Analyst»