Lead Market Risk (Hands-on)

Описание

An international investment company is looking for a hands-on Lead Market Risk to build and run market risk for its algo FX, HFT, derivatives, and treasury business. The key project is building an in-house position-keeping system from scratch. This is an expert role for a practitioner who still enjoys digging into data, writing code, and building architecture alongside developers and traders.

Responsibilities

• Design and build an in-house position-keeping system (from architecture to integration)
• Calculate market, credit, and liquidity risk across FX, derivatives, FI, and treasury
• Automate calculations and handle large HFT datasets using code (no spreadsheets)
• Develop IPV methodology, build valuation curves, and validate models
• Mentor and collaborate closely with traders

Requirements

• 3+ years in Market Risk, Product Control, or Risk IT
• Strong knowledge of OTC FX, derivatives, and risk metrics
• Hands-on coding: Python/SQL for large datasets and automation
• Experience in mathematical modeling, curve building, and IT validation
• Fluent Russian (required), working English
• Ready to use AI tools for dev

Nice to have

• Experience building position-keeping systems, Murex, or ISDA knowledge

We offer

• High impact: build risk architecture from the ground up
• Competitive salary + bonus
• Medical insurance
• Paid training