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Описание вакансии
Market risk analyst, Secret Pool
• Organizing the process of market risk management for the trading book in accordance with internal requirements
• Front-office trading system enhancement: requirements preparation, UAT, ongoing support in close cooperation with IT and front office
• Developing and maintaining internal tools and applications to support market risk management and improve the efficiency of risk monitoring processes
• Interacting with the trading desk regarding risk management and P&L
• Trading limits setup and monitoring
• Develop and document methodologies for market risk measurement, monitoring, and reporting in accordance with internal standards
• Support FO in new product development and trading
• Organizing procedures for the assessment and monitoring of trading book market risk metrics for derivatives, equity, money market, bonds, loans and commodity trades
• Backtesting of internal risk models
• Ad-hoc requests from management
Requirements
• Higher education in applied mathematics, physics or computational finance
• At least 3+ years of experience in market risk management — candidates from banks or brokerage market risk departments are strongly preferred
• Strong knowledge of financial products including an understanding of risk representations (Greeks, VaR, ES, DV01, etc.)
• Strong technical and advanced coding skills in Python and SQL are required
• Holding FRM or PRM certifications is an advantage
• Experience with the specialised front-office platform Systematica Radius is an advantage
• Intermediate+ English
Conditions
• 5/2 office (Moscow City based)
• Competitive salary (depends on experience and qualification)
• Comfortable working environment in the city center with international professional team
• Medical and travel insurance, mobile phone allowances, etc.
• Opportunity for personal and professional growth View more Job type | Full-time
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Experience level | Senior
Location | Moscow (Москва), Russia (Россия)
Arrangement | Office
Apply Ask a question Share vacancy Published: 07/09/2026
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