About the company
Secret Pool is a premium partner of Perforum, offering anonymous vacancies for companies that prefer not to disclose their identity.
Responsibilities
- Daily P&L calculations, attribution and reporting across lines of business; explanation of P&L drivers to front office
- Monitor and manage trade positions; provide timely analytical reports to front office for decision-making
- Margin call issuance and management for relevant counterparties; monitoring collateral and exposure thresholds (CSA and cash flow management)
- Front-office trading system enhancement: requirements preparation, UAT, ongoing support in close cooperation with IT and front office
- Develop reports and dashboards using trading systems, Python, SQL and BI tools to monitor trading activities and provide insights to front office
- Support to finance team in IFRS reporting of Global markets activities
- Work closely with IT to ensure trading systems and supporting infrastructure (middle and back office systems) operate effectively
- Review of front office trade and valuation related customer and internal documents
- Ad-hoc requests from management
Requirements
- Bachelor's degree in finance, economics, mathematics or related field
- 5+ years of experience in middle office, product control or quantitative analytics at a bank, broker or trading firm
- Strong understanding of derivatives valuation: FX (forwards, swaps, options), interest rate (IRS, cross-currency swaps), commodity and equity derivatives
- Proficiency in Python for data analysis, automation and reporting
- Strong SQL skills for data extraction and report development
- Experience with trading platforms (Murex, Kondor+ etc)
- Strong analytical skills and ability to develop reports and dashboards
- Ability to work well under pressure and meet tight deadlines
- Strong communication and interpersonal skills
- Excellent attention to detail and ability to work with complex data sets
- 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