Intern – Financial Risk Management group, Risk and Compliance Department recruitment
Responsibilities:
- Assessment and Development of quantitative financial risk assessment methodologies
- Review and development of the client’s risk management system
- Basel capital adequacy framework planning and implementation
- Capital allocation methodology review and implementation
- Validation of client’s financial instrument pricing methodologies
- Valuation of complex financial instruments held by clients
- Development of derivatives-based hedging strategies
Requirements:
Mandatory:
- Fluent English
- Strong MS Office (Word, Excel, Power Point)
- Good skills in report writing, presentations preparation
- Strong presentation and interpersonal skills, written and verbal communication skills
- Team player and quick-learner
- Readiness for business-trips
Desirable:
- Banking experience
- Background in risk management/internal audit in Bank (work or education)
- Experience in market, credit and operational risk modeling
- Basel framework knowledge
- Good knowledge of derivatives markets, Equity, IR, FX and credit derivatives pricing models
- Knowledge of banking regulatory requirements
- FRM/PRM or ACCA/CPA/CFA or other internationally accepted qualification is a plus
- Knowledge and experience in RAP/IFRS/GAAP is a plus
- Russian auditor qualification certificate is a plus
- Programming skills in Excel VBA, Matlab, C/C++
Start date: by passing all the recruitment stages.
August 18, 2012
• Tags: Financial Risk Management group, Graduates & Internships careers in the Russia, Intern, Risk and Compliance Department recruitment • Posted in: Financial