Open currency position planning analyst
In Raiffeisenbank Treasury, we manage the bank’s liquidity, capital, interest rate risk, open currency position and perform funding and securitization deals. Currently we are searching for an Analyst for open currency position management activities. In this position, you will estimate financial and capital impacts from balance sheet FX position of the Bank, forecast open currency position and coordinate business needs for utilization of open currency position limits.
- planning and estimation of financial/capital impact coming from balance sheet exposures generating open currency position changes;
- analyzing open currency position drivers and searching for opportunities to optimize of open currency position utilization;
- incorporating into regular open currency position planning methodological and regulatory changes;
- coordination and alignment of business-lines needs for open currency position utilization on a regular basis and during yearly budgeting process;
- applying for open currency position risk sublimits of each business-line;
- active interaction with risk and accounting departments, verification of open currency position calculation methodology;
- preparing analytical materials for the management of Treasury department and Management Board of the Bank.
- bachelor in finance/economics/math (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 (FX/IR derivatives, options);
- fluent English (upper-intermediate as minimum);
- good skills in Excel (VBA), Power Point, SQL;
- one year of working experience in financial sector;
- experience in bank Treasury, Risk Management, Accounting, Capital Markets, Controlling is a strong advantage;
- programming experience (Python/R/C++) is a strong advantage.
What we offer:
- low formalism/ bureaucracy corporate culture;
- driven, cooperative and sophisticated team;
- competitive salary and excellent social package;
- comfortable office near metro station Smolenskaya.