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Position Description Job Title: Quantitative Analyst Business Unit: Global Markets - Quantitative Research Location: Moscow Our Goal and Mission VTB Capital’s goal is to be Russia’s Investment Banking powerhouse. We want to be the firm that is a natural choice for all Russian Investment banking and asset management products. A choice our clients around the world make routinely and with confidence. Our mission is to exceed client expectations by providing first class financial services. To create value for the benefit of our clients and for economic and social progress globally. The Position Quantitative Research is in charge of the development of the analytic tools used to evaluate and risk manage the position in VTB’s books (VTB refers primarily to VTB Capital, but also to VTB Bank). The Quantitative Research group is a small part of the Front Office, but although it reports directly to the heads of trading, the tools that are developed by its members are also used by support functions such as Risk Management and Finance, once validated for that purpose. Principal Responsibilities The Quantitative Analyst in Moscow main task will be to support the users of QR Library in Excel or RUBIK (internal booking and risk management system). For that reason, the Analyst will need to understand the technical aspects of these mathematical tools. The development of analytics directly in the code of the Library is excluded at that stage, however providing Proof of Concepts in Excel or dedicated setups in RUBIK will be requested. These tasks require understanding both the user’s request and the technical architecture of the Quantitative Research Analytics. Key Competencies & Qualifications Required:
Preferred:
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