Market Risk Analyst

Key Responsibilities:

• Organizing the process of market risk management for the trading book in accordance with internal requirements

• Developing and maintaining internal tools and applications to support market risk management and improve the efficiency of risk monitoring processes

• Interacting with the trading desk regarding the risk management and PnL including for the purpose of limit setup and reviews

• Develop and document methodologies for market risk measurement, monitoring, and reporting in accordance with internal standards

• Organizing procedures for the assessment and monitoring of trading book market risk metrics for derivatives, equity, money market, bond trades

• Backtesting of internal risk models

Qualifications and Skills:

• Higher education in applied mathematics/physics or computational finance

• At least 3 years of experience in market risk management

• Strong knowledge of financial products including an understanding of risk representations (Greeks, VaR, ES, DV01 etc)

• Strong technical and advances coding skills in Python and SQL are required

• Holding FRM or PRM certifications is an advantage

• Experience with the specialized front-office platform Systematica Radius is an advantage

• Strong communication and interpersonal skills.

• Excellent attention to detail and ability to work with complex data sets.

• Upper-Intermediate+ English

We Offer:

• 5/2 office (Moscow City based)

• Competitive salary (depends on experience and qualification)

• Comfortable working environment in the city center with international professional team

• Medical and travel insurance, mobile phone allowances, etc.

• Opportunity for personal and professional growth