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
Requirements
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