An international investment company is building market risk capabilities for its algo FX, HFT, derivatives, and treasury business. The key project is building an in-house position-keeping system from scratch.
Неизвестный работодатель
Lead Market Risk (Hands-on)
Тип занятости: #full_time
Уровень: #middle+
Страна: #CY #AE
Локация: #office
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An international investment company is building market risk capabilities for its algo FX, HFT, derivatives, and treasury business. The key project is building an in-house position-keeping system from scratch.
Обязанности
- 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 tradersТребования
- 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 devБудет плюсом
- Experience building position-keeping systems, Murex, or ISDA knowledgeЧто предлагаем
- High impact: build risk architecture from the ground up
- Competitive salary + bonus, medical insurance, and paid trainingДополнительная информация
Location: Cyprus or UAE (office).
Стек технологий: #python #sql #murex
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