описание
Lead Market Risk (Hands-on) | Algo FX, HFT & Derivatives
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.
📍 Location: Cyprus or UAE (Office)
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.
📍 Location: Cyprus or UAE (Office)
задачи
- 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.
требования
- 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.
условия
- High impact: build risk architecture from the ground up;
- Competitive salary + bonus, medical insurance, and paid training.
