от компании (организации): ВТБ Капитал в городе (населённом пункте): Москва, Россия
в отрасли экономики "Банки, инвестиции, лизинг" → "Риски: рыночные"
с заработной платой: по договоренности
Вакансия № 6022650 добавлена в базу данных сайта Работа в Москве и Московской области (МО, Подмосковье): Воскресенье, 28 июля 2024 года.
Дата обновления вакансии № 6022650 на сайте Работа в Москве и Московской области (МО, Подмосковье): Понедельник, 23 сентября 2024 года.
Обращаем Ваше внимание, что на момент обращения к работодателю вакансия № 6022650 может быть уже занята. Администрация сайта Работа в Москве и Московской области (МО, Подмосковье) приносит извинения за доставленные неудобства.
Требования к опыту работы:
1–3 года
Тип занятости:
полная занятость
График работы:
полный день
Дополнительные сведения о вакансии: Market Risk Analyst
The Position
The position holder will deal with market risk issues of the business on both the local Moscow side and being part of the global VTB Capital team as well. They will elaborate and produce various risk reports, perform market risk control, participate in new products development and risk review, creation and development of limits structures, will provide exposures analysis.
We are a young, but experienced team with significant track record and achievements in international markets, multinational companies as well as achieving successful milestones including best ratings and awards.
We are ambitions, competitive, hardworking and aim to build the international investment business with Russian roots, to gain top positions in the market league tables and to complete the vision provided by VTB Group.
Principal Accountabilities
Major responsibilities include:
- Market risk reports production
- Market risk control
- Market risk review of new products, providing recommendations on products structuring
- Quantitative analysis of instruments, trading strategies, markets
- Suggestion/setting of risk limits and calculation of exposures incl. VaR, Stress Test, position concentration, safe haircuts, collateral concentration limits
- Exposure comprehensive review
- Interaction with Business and support functions
- Participation in the risk systems development from market risk side
Key Competencies & Qualifications
- 2+ year experience in market risk management
- Good knowledge of the Russian financial market and products
- Good understanding of VaR concept and option Greeks
- Technical skills including VBA programming
- Familiarity with the asset management and broker business will be an advantage
- Higher education majoring in Maths, Physics is a must
- Fluent English (oral and written) is a must
- Excellent analytical skills
- Good communication skills
- Ability to work under pressure
Typical Decisions taken by Job Holder
- Production of risk reports (incl. Equity, FX and IR exposures)
- Control of limit utilization
- Review of products from market risk POV
- Suggestion/setting of operating and framework market risk limits
- Suggestion on instruments classification from risk POV
- Review of business request as to new limits/ new trades
Откликнуться на эту вакансию: Market Risk Analyst
Предыдущая вакансия:
Вакансия № 6022649 на должность Режиссер озвучения от компании ООО 1С Онлайн Геймс в городе (населенном пункте) Москва