Tengri Partners

Dear Ladies and Gentlemen!

“Tengri Partners Investment Banking (Kazakhstan)” is searching for Risk Manager.

Main duties:

· Monitoring the market environment and reporting on the impact of market events on accounts.
· Running risk systems/programs/processes and compiles transaction and position related data across products, accounts, portfolios, and business lines.
· Measuring, monitoring and reporting the account and in-house risks (Positions, Sensitivities, VaR, CVaR, Stress, Exposure concentrations, etc.) associated with the trade activities and positions.
· Verifying that customers and desks are trading approved strategies.
· Comparing position data and risk measures with pre-established customer and house trading limits.
· Ensuring that positions are properly hedged where applicable.
· Investigating limit overruns, notifying front office, and instructing them to bring the positions within approved limits and/or strategies.
· Quantifying risk exposure and escalating noteworthy overruns, violations and unusual activities/situations to the Board.
· Producing internal and external reports, maintaining and validating risk spreadsheets.
· Assisting in creating and maintaining price verification policies and methodologies to ensure that all positions are properly marked and independently verified.
· Participating in implementing new processes, procedures, analytics, and systems to support new products and businesses.
· Analyzing and understanding the risks associated with the new products; ensuring that the risks are properly captured, controlled, monitored and reported.
· Developing and maintaining both valuation and risk models for fixed income and equities, including derivatives (e.g. common stocks, preferred stocks, convertible bonds, ADR/GDR, mutual funds, ETFs, swaps, index futures, stock options, warrants).
Qualifications:

· An advanced Master's degree in Quantitative Finance, Statistics, Financial Engineering, Mathematics, Engineering, Physics or Computer Science, or other quantitative fields.
· 3+ years direct trading/risk experience as an analyst in at least one asset group: Fixed Income, Commodities, Equities, and/or FX.
· A proven track record of strong technical model development, model validation, model calibration and/or model oversight in a couple of the following areas: liquidity risk stress testing, stress/sensitivity testing (DV01, CS01 etc.), CCR (PFE/EE, LGD/PD, CVA/FVA, SIMM), time series and econometric analysis, VaR / SVaR / CVaR.
· Preference is given to candidates from Broker/Dealers that have direct market and/or counterparty exposure.
· Ability to manipulate, analyze and summarize data/results.
· Exceptional PC skills with advanced proficiency in Excel, VBA and databases. Fluency in SQL, C++, a plus.
· Strong analytic and problem-solving skills with intuition of risk exposure and drivers.
· Must be able to work both independently and collaboratively on group and ad-hoc projects and meet deadlines.
· Effectively communicate with both associates and managers.
Please send your CV to [email protected].

“Tengri Capital MB” JSC has an open vacancy for the positions of Analyst and Senior Analyst in the Investment Banking Division. If you are interested in building career at one of the best investment and merchant banks in Central Asia, core strength of which lies in its “western” approach and practices of executing deals and developing meaningful solutions for clients, as well as becoming part of highly professional team of like-minded persons, Tengri Capital could become your best opportunity.

Skills/Requirements:
∙ Bachelor’s degree in Finance, Economics, Mathematics or Engineering;
∙ More than one year of relevant experience in financial organization for Analyst position and more than three years for Senior analyst position;
∙ Strong financial modelling skills;
∙ Strong understanding of economics, corporate finance and financial markets;
∙ English language proficiency;
∙ Strong quantitative and analytical skills with the ability to synthesize large amounts of information;
∙ Ability to work well under pressure, multi-task and meet time sensitive deadlines;
∙ Effective verbal and written communication skills;
∙ A strong team player.

Please send you CV to [email protected]