Город: Москва
З/п: обсуждается с кандидатом
Опыт работы: От 3 до 6 лет
Отзывы о компании Ernst & Young

Global Financial Services Risk Management Group  targeted at financial services sector, helps financial institutions become high-performing businesses through integrated and proactive approaches to risk management. 

 
Responsibilities in this position may include: 
 
  • Review of the client’s accounting and internal control systems 
  • Internal process and procedures assessment 
  • Identification of risks and controls
  • Reporting system review and assessment
  • Preparation of recommendations how to mitigate gaps 
  • Compliance assessment as per local statutory and internal regulations
  • Fraud risk evaluation
  • Review of the client’s risk management system
  • Assessment and development of quantitative risk assessment methodologies
  • Validation of client’s financial instrument pricing methodologies
  • Valuation of complex financial instruments held by clients 
  • Development of derivatives-based hedging strategies
 
Education: 
  • One of the following is required
  • Economics/finance/banking degree
  • Mathematics/Physics/Financial Mathematics/Quantitative Finance degree
 
Professional Skills and Experience:
  • Banking experience 3+ (BASEL implementation is a plus)
  • Background in risk management/internal audit in Bank (work or education) is desired
  • Knowledge and experience in Russian Statutory Accounting/IFRS/GAAP
  • Experience in market, credit and operational risk modeling is desired
  • Knowledge of derivatives markets is desired
  • Good knowledge of Equity, IR, FX an credit derivatives pricing models is desired
  • Knowledge of banking regulatory requirements
  • ACCA/CPA/CFA or FRM/PRM  or other internationally accepted qualification is a plus
  • Russian auditor qualification certificate is a plus
  • Fluent English is desired 
  • Strong MS Word, Excel, Power Point knowledge
  • Programming skills in Excel VBA, Matlab, C/C++ desired
  • Good skills in report writing, presentations preparation
  • Strong presentation and interpersonal skills 
  • Strong written and verbal communication skills
  • Readiness for business trips
  • Team player and quick learner

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