Senior Market Risk Manager (leading investment bank), C-Executives

Senior Market Risk Manager (leading investment bank), C-Executives

Analysis of market risks, setting limits for trading desks in stocks, bonds, FX/MM derivatives, REPO & margin trading
Haircuts & margin collateral parameters methodology, ad-hoc analysis of new requests and strategies, including live trades, prompt reaction to changes in market environment
Methodology for IB risk capital and its allocation by desk
Covering risk area for projects on new technology and new products
Development of desk calculators for risk reports and modelling


BA/MA Degree in Math/Physics from a reputable university;
3+ years experience in the similar role;
Strong knowledge of various financial products (including FX, FI and equity derivatives);
Experience in derivatives pricing;
Sound understanding of Derivative Greeks, VaR, stress testing, scenario analysis;
Good knowledge of the Russian financial market and products
General understanding of credit VaR, settlement and pre-settlement risk
Strong programming skills (VBA, Matlab);
Fluent English.


C-EXECUTIVES предоставляет весь спектр услуг по подбору персонала и кадровому консалтингу для ведущих финансовых институтов. Компания была основана с целью оказания полного комплекса услуг в области поиска и подбора персонала. В нашей команде собраны квалифицированные специалисты, которые имеют богатейший опыт использования самых передовых инструментов рекрутмента, оценки и подбора персонала.
Основные направления деятельности:
-Банки и инвестиции
-Финансы и аудит

Job type Full-time
Experience level Middle, Senior
Location Office
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Published: 29/10/2021