Wellknown forieng bank looking for the MARKET RISK OFFICER
Meeting the following requirements:
- higher economic, mathematical or technical education;
- at least 1 year of similar work experience;
- knowledge of market risks evaluation and management principles and methods, probability theory and statistics;
- knowledge of securities and derivatives evaluation principles and methods;
- basic knowledge of financial mathematics, including numerical techniques;
- experienced PC-user (MS Excel, Access);
- basic programming skills (Visual Basic, SAS, SQL);
- at least intermediate level of oral and written English.
Major responsibilities:
- data collection and systematization for market risk evaluation;
- regular preparation of market risks reports;
- market risks limits control;
- development and implementation of market risks evaluation models for financial instruments;
- development and implementation of new control and limitation methods for market risk bearing products, transactions, services;
- participation in other projects of the department.