Analyst for liquidity desk
ГородМосква
НаправлениеКазначейство
Дата публикации16.12.2022
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Analyst for liquidity desk

In Raiffeisen Bank Treasury, we manage the bank’s liquidity, capital and interest rate risk position. Currently we are searching for an Analyst who will contribute in liquidity management. In this position, you will directly influence financial result of the bank through management of liquidity buffer and balance sheet optimization.
Responsibilities
  • participate in liquidity management process (balance sheet analysis, estimating the risks and potential steering tools and their effect on business-lines);
  • optimization of bank’s liquidity buffer structure (searching for new instruments and defending limits on credit committees, execution of investment strategy);
  • forecast liquidity position of the bank (short-term and long-term planning to fulfill CBR and internal liquidity regulations);
  • steer liquidity gaps of banking book;
  • active participation in development of behavioral models with our quant team;
  • take part in ALCO meetings, providing detailed materials (BS dynamics, major drivers of changes, proposed measures and their potential effect on liquidity ratios);
  • contribute to development of Funds Transfer Pricing methodologies for new products and validation of existing pricing methods in Liquidity part.
Requirements
  • bachelor or Master in finance/economics/math;
  • at least 1 year of experience in bank Treasury, Capital Markets, Risk Management, Finance area;
  • deep knowledge of finance, statistics and econometrics;
  • familiarity with bank’s balance sheet structure, financial markets and financial instruments (fixed-income, FX/IR derivatives);
  • understanding of liquidity management principles, regulation and risk metrics, and behavioral models development is an advantage;
  • strong skills in Excel, VBA, SQL and Power Point;
  • fluent English (upper-intermediate as minimum, 50% of time we speak in English);
  • additional qualifications (e.g. FRM or CFA) or skills (Python, Power BI) are advantage.
What we offer
  • immediate impact on decision making and key performance metrics of the bank;
  • challenging and meaningful tasks;
  • low formalism/bureaucracy in corporate culture;
  • driven and supportive team of NES/HSE alumni;
  • competitive salary and excellent social package;
  • flexible hybrid work mode;
  • comfortable office near Nagatino.