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Categories: Derivatives, CEEMEA, Developed markets

Requirements: environment:  Model validation  Model development  Counterparty or market risk analysis for derivatives • Strong knowledge of pricing and risk models and ability to test derivative pricers; • Solid quantitative

Description: will play a key role in the global Model Validation activity across VTB Group including validation of derivatives and risk models, monitoring and control of model risk, analysis and signoff on pricing of scripted derivative Principal Accountabilities • Validation of derivative pricing and risk models both for in-house and analytics • Further development of QRM model test suite; analysis and sign-off on regression testing of derivatives Inventory and reviewing model risk • Analysis and signoff on deal representation and pricing of scripted derivative

Categories: Derivatives, Market Risk, Model Development, C#

Requirements: more of the following areas in an investment banking environment:  Counterparty Risk analysis of derivatives transactions  Model validation or model development  Market Risk of derivatives transactions •

Description: in the areas of counterparty risk modelling, model validation and model risk management related to derivative Risk system, performing analysis and calibration of counterparty risk models and credit analysis of derivative modelling including calibration of credit simulation models and pre-trade analysis of credit risk of derivative Office and Risk systems to ensure the correctness of risk representation; • Validate models for derivative

Categories: Derivatives, Market Risk, Model Development, C#, Maths, Counterparty Risk, Calypso

Commodities Structurer
Vacancy

Commodities Structurer

Published (Active)

Requirements: field of structural commodity products; • At least 5 years of experience in structural financing or derivatives valuation and development of payment profiles for derivative products; • Deep knowledge and high level of understanding of derivative products in relation to the following asset classes: commodities, interest

Categories: Commodities, Derivatives, Corporate Investment Banking, Structured Products, Global Markets, Structuring

Structurer
Vacancy

Structurer

Published (Active)

Requirements: financial products: simple securities (equities and bonds), hybrid securities (convertible bonds), derivative In depth understanding of accounting (IAS39, IFRS9) issues and Russian tax issues when it comes to derivatives Experience analysing corporate capital structure and financial statements • Hands on knowledge of derivatives or a Master’s level Quantitative or Finance/Economics degree • Understanding of EMIR rules for OTC derivatives

Description: We are looking for an experienced structurer to become an integral part of the Derivatives Structuring

Analyst/ Senior Analyst
Vacancy

Analyst/ Senior Analyst

Closed

Requirements: Finance (statistics, econometrics, corporate finance, financial risk management, fixed income and derivatives

Description: include: - Banking book interest rate risk management (incl. development of IRR hedging solutions with derivatives

Requirements: Finance (statistics, econometrics, corporate finance, financial risk management, fixed income and derivatives

Description: include: - Banking book interest rate risk management (incl. development of IRR hedging solutions with derivatives

Requirements: experience covering digital assets, equities or FICC * Knowledge of investment products (REPO, MM, derivatives

Requirements: Teradata) и Excel; • Программирование (R, Java); • Знание математической статистики и основ финансов (derivatives

Description: correct bookings of NTTs in back office system • Loans / Repo / Equity/bond settlement / FX trades/Derivative

Description: • The function supports all business lines taking risk (equity, FI, equity derivatives, FX and money

Requirements: методологий и выстраивания процессов является плюсом; • Знание математической статистики и основ финансов (derivatives

Junior Analyst (Treasury)
Vacancy

Junior Analyst (Treasury)

Published (Active)

Requirements: econometrics; - understanding of financial markets and financial instruments (fixed-income, FX/IR derivatives

Requirements: бумаг; Правовая поддержка, анализ и согласование сделок с ценными бумагами, казначейских операций (derivatives

Requirements: Strong knowledge of financial markets/brokers products * Knowledge of investment products (REPO, MM, derivatives

Categories: Fixed Income, FX & Rates, Derivatives, Market research/Trading, Trading, FX And Derivatives Trading

Requirements: Investment company models the global markets and brings investment strategies into indices which lie ETFs or Derivatives

Структуратор
Vacancy

Структуратор

Published (Active)

Categories: Fixed Income, Derivatives, Asset Management, Financial Modelling, FX And Derivatives Trading, Investment

Quantitative Developer
Vacancy

Quantitative Developer

Published (Active)

Categories: Derivatives, Quant research, Python, SQL, Treasury, Model Development