Associate/Manager, Financial Risk Management, Risk Consulting recruitment
We currently have openings for professionals for Associate/Manager positions with a focus on the quantative side of financial risk management.
Responsibilities
• Work on a wide range of assignments related to quantitative and strategic issues in financial and risk management for financial institutions;
• Credit risk measurement and management, including the construction of rating and scoring models;
• Market risk measurement and management, including advanced Value-At-Risk modeling techniques;
• Operational risk modeling, for example as part of Basel II Advanced Measurement Approaches;
• Stress testing and scenario analysis as part of credit, market risk and liquidity management;
• Preparation of presentations and pitch materials;
• Preparation of draft contracts and other project-related documents;
• Coaching and supervision of junior staff.
Requirements
• Strong educational background from a top institution, quantitative and/or finance program;
• Experience of working in a project-based, team-oriented environment, ideally consulting, with a proven track record of managing teams and delivering in fast-paced and demanding environments;
• Significant knowledge across a wide range of finance and risk-management issues, covering at least three of the following areas:
- credit risk (credit rating methodologies – retail and corporate), risk-based pricing; PG, LGD, EAD models (credit risk assessment), Basel II (advanced approach), complex derivatives, modeling pricing; operational risk modeling (including AMA);
- fund transfer pricing, asset liability management, finance risk hedging strategies (for corporate)
- market risk (Value-At-Risk methodology);
• Professional certifications (FRM, PRM, CQF) would be an advantage;
• Fluent Russian with fluent English is a must;
• Proven people management skills;
• Enthusiastic about joining our intellectually stimulating, fast-paced and friendly environment that offers exceptional growth opportunities.