An international investment company is seeking 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.
Responsibilities:
- Design and build an in-house position-keeping system, from architecture to integration.
- Calculate market, credit, and liquidity risk across FX, derivatives, fixed income, and treasury.
- Automate calculations and handle large HFT datasets using code, not spreadsheets.
- Develop IPV methodology, build valuation curves, and validate models.
- Mentor and collaborate closely with traders.
Requirements:
- 3+ years of experience in Market Risk, Product Control, or Risk IT.
- Strong knowledge of OTC FX, derivatives, and risk metrics.
- Hands-on coding experience with Python and SQL for large datasets and automation.
- Experience in mathematical modeling, curve building, and IT validation.
- Fluent Russian and working English; readiness to use AI tools for development.
Nice to have: Experience building position-keeping systems, Murex, or ISDA knowledge.
We offer: High-impact work building risk architecture from the ground up, competitive salary plus bonus, medical insurance, and paid training.