Market Risk Specialist
Preparation of regular reporting on market risk (focus on FX risk) and fair value Control of limit discipline, resolution of limit incidents Participation in the formation of business requirements for functional automation Participation in the updating of FX and market risk methodology, current fair value
Requirements
English at the level of reading professional materials Knowledge of pricing principles for financial instruments (bonds and derivatives) Understanding of general approaches to market risk limiting and stress testing Knowledge of market (including FX) risk metrics and the practice of their application (as an advantage) Experience of at least 1 year in the field of market risks in banks or financial companies (as an advantage)
Higher education — bachelor's degree; Experience: 2 years