Lead Market Risk (Hands-on)

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