New Product Set-up Manager
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Financial Risk Management Department team is eligible for prudent risk management techniques for market risk, ALM, counterparty credit risk, arising from Corporate, Retail and Investment Banking activities. FMRM undertakes daily assessments and modelling for the Trading and Banking books and covers a wide range of market-risk related topics i.e. liquidity, FX and IR risk, market risk, Settlement& Pre-Settlement credit risks and margining requirements calculations.
The team covers also structural balance sheet modelling with behavioral assumptions (i.e. including Machine learning), risk-components development of dynamic balance sheet simulation and Algo-trading projects in close cooperative with Capital Markets and Treasury.
FMRM pro-actively participates in strategic analysis to support ALCO / Board / CRO in their decision-making activities on ALM-related issues for balance sheet management, product and pricing strategies, liquidity management, FX and IR risk exposures.
Our team is looking for a strong Risk or Treasury specialist who will be responsible for approving and developing new products.

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Job Description:

- coordination, support and improvement of new products approval process from all aspects of Risk governance (FX, IR, Credit, ALM, counterparty credit risk);
- coverage of both Trading and Banking Book products (FX, IR, derivatives, algo- and hedging strategies);
- end-to-end responsibility for New Products set-up in role of Business Partner and Project Manager from Risk side;
- close cooperation with Risk IT Team in all aspects regarding risk measures calculation development, support and improvement. Coordination of reporting implementation project, including OLAP cubes, interactive reports for presentations;
- participation in strategic ALM and Trading Platforms Solutions Development for Trading book (Front-office, Limit Server, MarketDataWarehouse) and Banking Book (Dynamic Balance Sheet Simulation, Kamakura);
- participation in strategic analysis to support ALCO / Board / CRO / Head of Treasury in their decision making on the issues related to balance sheet and product pricing strategy, liquidity management, FTP and ALM risk positioning.

Successful Applicant:

- NES/ HSE / MSU / SPBU graduate with MA degree in Mathematics, Economics or Finance;
- knowledge of Central Bank of Russia and Basel requirements for assets and liabilities management, interest rate, FX and liquidity risks management.
- knowledge of Financial Mathematics, Statistics, Economics and Finance;
- practical knowledge of Derivatives market and pricing models approaches;
- practical knowledge of ALM measures and measurement principles;
- at least 5 year of working experience in financial / ALM / Risk units in a universal or commercial bank with CIB products;
- good IT skills (advanced MS Excel user, knowledge of VBA, SQL/SAS);
- advanced English;
- experience in Project Management is a plus;
- experience in Python programming, Machine Learning and Kamakura is a plus.

Whats on Offer:

- full-time position with a competitive salary + performance related bonuses;
- excellent benefit package (free medical insurance, free gym, education in Raiffeisen Corporate university, Risk and ALM trainings abroad, etc.);
- outstanding opportunities to learn and progress in Risk Management and ALM (both Trading and Banking Books);
- opportunities to influence and improve Banks business Model and Risk Strategy.
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