Head of Market Risk Control | Top IB, Moscow recruitment
The Role:
- 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
- Daily co-operation with front-office and other departments involved in risk management processes Managing a team of professionals
- Contribution to the preparation and approval of large and non-standard transactions
- Contribution in the development and approval of new products in Global Markets
- Contribution in the calculations and back-testing of VAR and other risk metrics
- Contribution in control of limits and exposures on trading counterpartries
- Contribution in the development of risk management and front-office systems (incl. preparation of requirements, tender documents, etc.)
- Contribution in the development and approval of risk policies and procedures
Your Professional Background:
- Background in mathematics or physics (preferably), IT or finance
- Experience in market risk management, trading and/or related areas: from 4 years, preferably with international institutions
- Understanding of market risk management approaches (sensitivities, stress-testting, VAR, etc.)
- Good understanding of markets and instruments (particularly, derivatives and fixed income, incl. valuation models and hedging)
- Experience with Murex is a plus, but is not a requirement
- Demonstrated reporting experience in a large complex market risk-taking organization.
- Be familiar with core market risk methodologies including risk measurement, market monitoring, and market risk stress testing across a wide variety of asset classes and products
- Ability to write complex analysis and general reporting
- 7 years of experience in financial services industry such as commercial or investment banking
- Ability to work in a team environment and with minimal supervision
- Fluent in Russian and English
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’
July 5, 2012
• Tags: Head of Market Risk Control | Top IB, Moscow) recruitment, Risk Management careers in the Russia • Posted in: Financial