Senior Market Risk Analyst
Дата публикации04.05.2022
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Senior Market Risk Analyst

We are looking for motivated and ambitious individual willing to join our Market Risk Team.
What are you going to do:
  • Work in close contact with trading desk on new initiatives: trading strategies risk evaluation, market risk limits setting, handling of new risk types, etc.;
  • Provide support from market risk side during development of new Capital Markets products;
  • Participate in trading book market risk engine development;
  • Improvement of market risk methodology, reporting and infrastructure.
What we would expect from you:
  • At least 3 years of experience in trading book market risk management, preferably in commercial or investment bank;
  • Good grasp of basic trading instruments and their mechanics: REPOs, linear FX/MM derivatives, etc.;
  • Understanding of associated risk measures for FX and interest rate risk, option greeks, etc.;
  • Working understanding of accounting and local market risk regulation;
  • Ability to communicate with trading desks on your own;
  • At least upper-intermediate English.
 Following would be an advantage:
  • Understanding of FX options and knowledge of structured products;
  • Understanding of derivatives credit risk (PFE, CVA/DVA);
  • Python coding ability and time series econometrics modelling skills;
  • CFA / FRM certificates.
What we offer:
  • Comfortable work environment: minimum of red tape, good team (most are NES, HSE or MSU alumni), flexible hours and remote / on-site work options;
  • Medical insurance, preferential terms for our banking products, corporate gym and corporate university, risk management trainings in Vienna.