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. Contact recruiter contact