About the company
Secret Pool is a premium partner of Perforum, offering anonymous vacancies for companies that prefer not to disclose their identity.
Responsibilities
- Organizing the process of market risk management for the trading book in accordance with internal requirements
- Front-office trading system enhancement: requirements preparation, UAT, ongoing support in close cooperation with IT and front office
- 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 risk management and P&L
- Trading limits setup and monitoring
- Develop and document methodologies for market risk measurement, monitoring, and reporting in accordance with internal standards
- Support FO in new product development and trading
- Organizing procedures for the assessment and monitoring of trading book market risk metrics for derivatives, equity, money market, bonds, loans and commodity trades
- Backtesting of internal risk models
- Ad-hoc requests from management
Requirements
- Higher education in applied mathematics, physics or computational finance
- At least 3+ years of experience in market risk management — candidates from banks or brokerage market risk departments are strongly preferred
- Strong knowledge of financial products including an understanding of risk representations (Greeks, VaR, ES, DV01, etc.)
- Strong technical and advanced coding skills in Python and SQL are required
- Holding FRM or PRM certifications is an advantage
- Experience with the specialised front-office platform Systematica Radius is an advantage
- Intermediate+ English
Conditions
- 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