Market Risk Analyst

Market risk analyst, Secret Pool

• Organizing the process of market risk management for the trading book in accordance with internal requirements
• 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 the risk management and PnL including for the purpose of limit setup and reviews
• Develop and document methodologies for market risk measurement, monitoring, and reporting in accordance with internal standards
• Organizing procedures for the assessment and monitoring of trading book market risk metrics for derivatives, equity, money market, bond trades
• Backtesting of internal risk models

Requirements

• Higher education in applied mathematics/physics or computational finance
• At least 5 years of experience in market risk management
• Strong knowledge of financial products including an understanding of risk representations (Greeks, VaR, ES, DV01 etc)
• Strong technical and advances coding skills in Python and SQL are required
• Holding FRM or PRM certifications is an advantage
• Experience with the specialized front-office platform Systematica Radius is an advantage

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 | Russia (Россия)
Arrangement | Office
Apply Ask a question More vacancies Share vacancy Published: 15/04/2026

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