Leading expert - risks associated with financial markets, Bank Soyuz

Leading expert - risks associated with financial markets, Bank Soyuz

Analyze the risk factors related to trading activities

Analyze the solvency of bank’s counter parties (public issuers, banks, insurance companies)

Define the risk limits to be observed by senior stakeholders

Support design and implementation of risk appetite frameworks, limit setting, allocation and monitoring

Participation and implementation of the global stress testing program, eg liquidity stress testing, IRRBB framework, solvency stress testing, bank wide stress testing

Perform activities related to ICLAAP

Prepare advice on management of financial risks and presentation for senior stakeholders

Support the production of new regulatory reports as well as developing and adapting existing processes to ensure completeness, correctness and timely submission of bank and regulatory reports

Participate in establishing new risk analysis methodologies and consider the impact of new regulations

Develop tools for automating, optimising and analysing various indicators (limited developments, projections, etc.)

Propose tools that are continually more powerful and innovative


Previous experience in a market risk management role (preferably Big 4 or large bank

Comfortable with programming languages (Python, VBA, SQL, R, etc.)

Good command of financial mathematics

Job type    Full-time
Experience level    Middle
Region    Russia (Россия), Moscow

Published: 12/05/2021