Duties & Responsibilities Model Validation / Model Risk Stream Pipeline management and Hedging Derivatives (Futures and Options contracts) Analysis Creating / Maintaining Swaps Trading Strategies Verify Structured optionschr(39) model inputs, market data and calculation settings Create models for Volatility Surfaces / Forward Curves construction Knowledge and Skills Required 2 years of mortgage banking or equivalent experience with a strong understanding of secondary market executions, mortgage servicing practices Derivatives Trading, Pricing Fixed Income Enhanced Excel Skills (VBA is a plus), Python, Matlab, Monte Carlo Simulation Education and Experience Required Bachelor’s Degree in Finance / Business / Management / Economics We offer: Incredible international experience in mortgage loaning without relocating from Russia Amazing atmosphere in a team of like-minded people, who strive to grow-up in a professional way Perfect opportunity to improve your English with native speakers Everything you need for comfortable work: competitive salary (totally white), official employment according to Russian labor legislation, fixed working schedule (5/2), comfortable office with good transport accessibility, corporate training system (paid internship), the possibility of continuous development and local training.
Адрес
Санкт-Петербург