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 to liquidity and interest rate risk management in the banking book.
Requirements:- higher education in math/physics/economics, we are also considering final year students;
- deep knowledge of math statistics and econometrics;
- good understanding of banking business and banks balance sheet structure;
- understanding of financial markets and financial instruments (fixed-income, FX/IR derivatives, basis swaps, options);
- knowledge of liquidity and interest rate modelling of balance sheet items and applied Financial Markets products is a plus;
- good skills in Excel and Power Point;
- basic SQL and Python;
- fluent English (upper-intermediate as minimum);
- experience: 1 year + in bank Treasury, Risk Management or Controlling is a plus.
Responsibilities:- forecast liquidity position of the bank (short-term and long-term planning);
- calculate liquidity and interest rate risk profiles of banking book;
- participate in liquidity management process (balance sheet analysis, estimating the risks and potential steering tools and their effect on business-lines);
- optimization of banks liquidity buffer structure;
- contribute to the development of interest-risk management and hedging optimization strategies;
- hedge liquidity risk and IR-risk on the market with bonds and derivatives;
- review and optimize internal liquidity and interest rate 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).
What we offer:- low formalism/ bureaucracy corporate culture;
- driven, cooperative and sophisticated team;
- competitive salary and excellent social package;
- comfortable office near metro Smolenskaya.