Director | Market Risk | Investment Bank recruitment
The Role:
- Be responsible for and act as a central point of contact within the entire Market Risk Management process
- Participation in the development of risk management and front-office systems (incl. preparation of requirements, tender documents, etc.)
- Daily co-operation with front-office and other departments involved in risk management processes
- Supervising of market and credit risk reporting and control across a wide group of instruments (incl. FX/IR/commodity/equity/credit derivatives, bonds)
- Review of market risk limit requests, participation in the preparation of applications for Trading Risk Committee
- Participation in the preparation and approval of large and non-standard transactions
- Participation in the development and approval of new products in Global Markets
- Participation in the calculations and back-testing of VAR and other risk metrics
- Participation in control of limits and exposures on trading counterpartries
- Provide advice on how to improve / create risk models, methodologies or processes to comply with Russian regulations, stressing out possible regulatory issues.
- Initiate and apply enhanced Market risk modelling and quantitative modelling platforms
- Clearly present and defend the position with Front-office staff members
- Oversee, maintain and develop Market Risk Methodologies (enhance and define the approach to risk assessment and limitation, select the risk indicators to be used and means to calculate these indicators)
- Develop and implement internal policies and procedures related to Market Risk identification and mitigation
- Manage and Supervise a team of less experienced Risk managers, this will include mentoring, implementing personal development plans and performance appraisal reviews.
- Closely cooperate in an integrated manner with Business and Operations Line and be able to easily communicate at all levels of staff.
Your Professional Background:
- Bachelors / MSc degree in Financial Engineering, Mathematics, Physics, Engineering, etc. within a top tier institution with excellent performance
- Be familiar both with the specifics of financial market and types of instruments in Russia as well as with the international financial market
- Strong technical knowledge of derivatives pricing and modelling, risk explanation, and trading strategies. Product coverage should include expertise in one or more of the following: Fixed Income, Equity, Derivatives (forwards, futures, options, and swaps), FX, or Commodities.
- Have relevant work experience in top-tier western banks, consulting companies and a proven track record of relevant skills
- Fluent in both Russian and English
- Excellent oral and written communication skills, presentation skills, ability of cross-functional cooperation
- Coaching and Mentoring skills
- Profound and detailed knowledge of core market practices within market risk measurement and limitation, including market monitoring,and market risk stress testing across a wide variety of asset classes and products
Contact us: send resume by e-mail only to cv@albertcliff.com or visit our websitewww.albertcliff.com. PLEASE: Do not send e-mails to any other company e-mail addresses; do not send hard copies, and do not contact us by phone or in person. We will contact selected candidates directly.
Also, this is just one of our "Risk" jobs. To see all of "Risk" or other jobs please go to www.albertcliff.com and click ‘VACANCIES’
February 6, 2012
• Tags: Director | Market Risk | Investment Bank recruitment, Risk Management careers in the Russia • Posted in: Financial