In Raiffeisenbank Treasury, we manage the banks liquidity, capital and interest rate risk position. We collaborate with customer business lines, Risk management and Capital Markets to develop risk steering and transfer pricing (FTP) solutions.
Currently we are searching for a Junior Analyst. In this position, you will conduct analysis and forecasting of balance sheet covering interest rate risk, liquidity risk and capital management that would have an immediate impact on decision-making.
Requirements:- higher education (finance/economics/math majors);
- HSE/NES/MSU graduates are preferred;
- good academic performance (high GPA, ranking top 20% of the class);
- deep knowledge of finance, macroeconomics, statistics and econometrics;
- understanding of financial markets and financial instruments (fixed-income, FX/IR derivatives, basis swaps, options);
- good skills in Excel (VBA), Power Point, SQL;
- programming experience (Python/R/C++) is a strong advantage;
- fluent English (upper-intermediate as minimum);
- experience in bank Treasury, Risk Management, FICC, Controlling is a plus.
Key responsibilities:- forecasting of liquidity, interest rate risk and capital position of the bank;
- participate in liquidity management process (balance sheet analysis, assessment of risks and steering tools and their effect on business), review and optimization of internal liquidity models;
- contribute to strategic assessment, analysis and management of IRRBB, including forecasting of risk exposure and NII as well as development of hedging strategies;
- participation in capital optimization activities (forecasting of the future capital structure, capital adequacy ratios, planning of the dividend payments structure), assessment of the capital planning strategies impact on Banks financial indicators;
- execute hedging strategies for liquidity risk and IR-risk on the market with bonds and derivatives;
- provide detailed reports and prepare analytical materials for regular ALCO meetings.
What we offer:- entrepreneurial and comfortable corporate culture;
- driven, cooperative and sophisticated team;
- competitive salary and excellent social package;
- comfortable office near metro Smolenskaya.