• Дата публикации:
    02.07.2019
  • Код вакансии:
    VMSK5694.SS28.A

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 management- and transfer pricing (FTP) solutions. Currently we are searching for a new team member who will contribute in liquidity and interest rate risk management in the banking book.

  • Дата публикации:
    02.07.2019
  • Код вакансии:
    VMSK5694.SS28.A

Responsibilities:

- project the banks liquidity ratios and calculate interest-rate risk profile;
- participate in liquidity management process (balance sheet analysis, estimating the risks and potential steering tools and their effect on business-lines);
- contribute to the development of interest-risk management and hedging optimization strategies;
- hedge the liquidity and IR-risk on the market;
- review and optimize internal liquidity risk models;
- participate in regular ALCO meetings, providing detailed reports (IR-position and BS dynamics, major drivers of changes, proposed measures and their potential effect on IR-profile and liquidity ratios).

Requirements:

- higher education in finance;
- 1-2 years of experience in Risk management, Treasury is an advantage;
- good understanding of Banking processes and Banks balance sheet structure;
- working experience with Basel/CBR regulation is a plus;
- knowledge of liquidity and IRR-models and applied Financial Markets products is a plus;
- good skills in Python, knowledge of SQL and Excel (VBA) desirable;
- analytical thinker, numerical mindset;
- fluent English (upper-intermediate as minimum).

What we offer:

- entrepreneurial and comfortable corporate culture;
- driven, cooperative and sophisticated team;
- competitive salary and excellent social package;
- comfortable office near metro Smolenskaya.
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