Financial Risk-Management Group is providing consulting services in the areas of financial risk modeling, development of risk-management systems and strategies as well as valuation of financial instruments for our clients, mainly, in financial sector.
 

Responsibilities:

• Assessment and Development of quantitative financial risk assessment methodologies
• Review and development of the client’s risk management system
• Basel capital adequacy framework planning and implementation
• Capital allocation methodology review and implementation
• Validation of client’s financial instrument pricing methodologies
• Valuation of complex financial instruments held by clients
• Development of derivatives-based hedging strategies

Requirements:

Mandatory:

• Fluent English
• Strong MS Office (Word, Excel, Power Point)
• Good  skills in report writing, presentations preparation
• Strong presentation and interpersonal skills, written and verbal communication skills
• Team player and quick-learner
• Readiness for business-trips

Desirable:

• Banking experience
• Background in risk management/internal audit in Bank (work or education)
• Experience in market, credit and operational risk modeling
• Basel framework knowledge
• Good knowledge of derivatives markets, Equity, IR, FX and credit derivatives pricing models
• Knowledge of banking regulatory requirements
• FRM/PRM or ACCA/CPA/CFA or other internationally accepted qualification is a plus
• Knowledge and experience in RAP/IFRS/GAAP is a plus
• Russian auditor qualification certificate is a plus
• Programming skills in Excel VBA, Matlab, C/C++

Start date: by passing all the recruitment stages.