— Modeling in SAS, R (PD, LGD models, stress-testing).
— Review and development of the client's risk management system.
— Basel capital adequacy framework planning and implementation.
— Capital allocation methodology review and implementation.
— Validation of client's financial instrument pricing methodologies.
— Valuation of complex financial instruments held by clients.
— Development of derivatives-based hedging strategies.
— Good skills in report writing, presentations preparation.
— Strong presentation and interpersonal skills, written and verbal communication skills.
— Any programming skills will be advantage.
— Fluent English to have the opportunity to work with international risk management systems.
— Strong MS Office (Word, Excel, Power Point).
— Programming skills in Excel VBA;
— Readiness for business-trips.
— Ability to work full-time.
— Excellent opportunities for career and professional growth.
— A wide range of training and development programs.
— Great professional team and friendly environment.
— Comfortable high-class office in Moscow City.