08/11/2019
Dear Ladies and Gentlemen!
“Tengri Partners Investment Banking (Kazakhstan)” is searching for Risk Manager.
Main duties:
· Monitoring the market environment and reporting on the impact of market events on accounts.
· Running risk systems/programs/processes and compiles transaction and position related data across products, accounts, portfolios, and business lines.
· Measuring, monitoring and reporting the account and in-house risks (Positions, Sensitivities, VaR, CVaR, Stress, Exposure concentrations, etc.) associated with the trade activities and positions.
· Verifying that customers and desks are trading approved strategies.
· Comparing position data and risk measures with pre-established customer and house trading limits.
· Ensuring that positions are properly hedged where applicable.
· Investigating limit overruns, notifying front office, and instructing them to bring the positions within approved limits and/or strategies.
· Quantifying risk exposure and escalating noteworthy overruns, violations and unusual activities/situations to the Board.
· Producing internal and external reports, maintaining and validating risk spreadsheets.
· Assisting in creating and maintaining price verification policies and methodologies to ensure that all positions are properly marked and independently verified.
· Participating in implementing new processes, procedures, analytics, and systems to support new products and businesses.
· Analyzing and understanding the risks associated with the new products; ensuring that the risks are properly captured, controlled, monitored and reported.
· Developing and maintaining both valuation and risk models for fixed income and equities, including derivatives (e.g. common stocks, preferred stocks, convertible bonds, ADR/GDR, mutual funds, ETFs, swaps, index futures, stock options, warrants).
Qualifications:
· An advanced Master's degree in Quantitative Finance, Statistics, Financial Engineering, Mathematics, Engineering, Physics or Computer Science, or other quantitative fields.
· 3+ years direct trading/risk experience as an analyst in at least one asset group: Fixed Income, Commodities, Equities, and/or FX.
· A proven track record of strong technical model development, model validation, model calibration and/or model oversight in a couple of the following areas: liquidity risk stress testing, stress/sensitivity testing (DV01, CS01 etc.), CCR (PFE/EE, LGD/PD, CVA/FVA, SIMM), time series and econometric analysis, VaR / SVaR / CVaR.
· Preference is given to candidates from Broker/Dealers that have direct market and/or counterparty exposure.
· Ability to manipulate, analyze and summarize data/results.
· Exceptional PC skills with advanced proficiency in Excel, VBA and databases. Fluency in SQL, C++, a plus.
· Strong analytic and problem-solving skills with intuition of risk exposure and drivers.
· Must be able to work both independently and collaboratively on group and ad-hoc projects and meet deadlines.
· Effectively communicate with both associates and managers.
Please send your CV to [email protected].