Head of balance sheet and market risk division recruitment
Responsibilities:
• Managerial functions: balance sheet and market risk management process supervision and organization.
• Project management for the implementation and operation of financial risk management system.
• Proposals to improve market risk management processes.
Requirements:
• University degree in mathematics or technique (preferably: MSU (Faculty of Computational Mathematics and Cybernetics, Faculty of Mechanics and Mathematics), Moscow Institute of Physics and Technology, Moscow Engineering Physics Institute, Bauman Moscow
State Technical University).
• English – minimum Upper intermediate level
• Experience in managing of relevant subdivision – from 1 year.
• From 5 years - experience in managing the balance of the bank, interest rate and currency risk, liquidity risk, the risks associated with commercial transactions, including derivative instruments.
• Knowledge of the methodology of analysis and evaluation of balance sheet and market risk (Value-At-Risk, Shortfall, duration analysis, Earnings-at-Risk, stress testing etc.).
• Knowledge and experience in risk assessment for work with derivative instruments, including options (Greeks, Monte Carlo etc.).Knowledge of trading systems and risk management in financial markets, the experience of their operation. A comprehensive knowledge of the operations in the financial markets and financial instruments.
• A thorough understanding of the classical functions of the Treasury, the knowledge of modern methods of balance sheet risks management. Team lead ability, sound communication skills. Initiativity.