VTB Capital’s vision is to become a prominent, profitable and dynamic investment bank within the VTB group, providing structuring & execution expertise and a creative and effective conduit for international investment into Russia and the wider region.
This employee will be responsible for providing any IT services required by the Risk team. In particular this person will be required to define and build new system functionality, interfaces, support migrations, set up and maintain development and test environments and document IT support and maintenance procedures.
Key Competencies & Qualifications
Within this role the employee is accountable for team’s deliverables for Market and Credit Risk and will cover (but not limited with) the following systems components :
Greeks and VaR real time and End of Day reports, Market Data configuration, Stress Analysis configuration. New products development for all desks : FX, FX Derivatives, IR Derivatives, Credit Derivatives, Cash Bonds, Equity derivatives, Commodities, Structured (exotic) products.
Communication with Calypso vendor.
Limit calculation real time and End of Day, New products development, Vendor relation with Calypso and SunGard, Integration with third-party system, supporting inbound and outbound feeds.
Benefit package :