- Elaboration and implementation of market risk and counterparty risk assessment methodologies
- Elaboration and support of market risk limits system including regular risk limits review and calibration
- Assessment of new products on market and counterparty risks, validation of pricing models
- Assessment of market liquidity of instruments
- Risk monitoring and reporting to Management
- Relevant experience + 2years
- Excel/Access MS Office на уровне макросов/VBA.
Полная занятость, полный день