Lead Market Risk

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

Location: Cyprus or UAE (Office)

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.