Market Risk Manager recruitment

                                                      Job title: Market Risk Manager

MAJOR RESPONSIBILITIES:

• Development, validation, implementation and daily control over Risk metrics calculation models (VaR, Stress test);

• Monitoring of changes in book positions;

• Analysis of derivatives and structured transactions: pricing, risks, simulations of risk indicators post transaction;

• IT Risk Systems Development: creation of IT tasks to develop existing IT systems and launching   new ones;

• Evaluation of integration of new traded products, including pricing and risk requirements (stress testing/VaR/limits).

ESSENTIAL TECHNICAL KNOWLEDGE / QUALIFICATIONS REQUIRED:

• BA/MA Degree in Math/Physics from a reputable university;

• 3+ years experience in the similar role;

• Strong knowledge of various financial products (including FX, FI and equity derivatives);

• Experience in derivatives pricing;

• Sound understanding of Derivative Greeks, VaR, stress testing, scenario analysis;

• Advanced Excel techniques;

• Strong programming skills (VBA, Matlab);

• Fluent English.
 

COMPETENCIES

• Good analytical skills, preciseness, responsibility, ability to learn quickly;

• Ability to work under pressure;

• Effective verbal and written communications skills