Lead Market Risk (Hands-on) | Algo FX, HFT & Derivatives

Hands-on Lead Market Risk for an international investment company, building an in-house position-keeping system. Located in Cyprus or UAE (Office). Competitive salary + bonus.

Key Tasks: • 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.

• 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.

• High impact: build risk architecture from the ground up. • Competitive salary + bonus, medical insurance, and paid training.