(Москва, Райффайзенбанк) Analyst for Treasury
In Raiffeisenbank's Treasury workers manage the bank's liquidity, capital and interest rate risk position. Department collaborates with customer business lines, Risk management and capital markets to develop risk management- and transfer pricing (FTP) solutions. Currently company is searching for a new team member who will contribute in liquidity and interest rate risk management in the banking book.
AO Raiffeisenbank is a subsidiary of Raiffeisen Bank International AG. The Bank has been operating in Russia since 1996 and offers a full range of services to retail and corporate customers, both resident and non-resident, in roubles and foreign currencies. The Bank’s activities are supervised by the Systemically Important Banks Supervision Department of the Bank of Russia.

AO Raiffeisenbank is a subsidiary of Raiffeisen Bank International AG. Raiffeisenbank ranks 14th among the Russian banks in terms of assets, based on 2016 results (Interfax-CEA). According to the same Interfax-CEA data, AO Raiffeisenbank ranked 10th in terms of liabilities of individuals and 7th with regard to consumer lending.


Requirements:
  • Higher education in finance;
  • 1-2 years of experience in Risk management, Treasury is an advantage;
  • Good understanding of Banking processes and Bank's 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;
  • Very good skills in Excel and Power Point, experience in Python desirable;
  • Analytical thinker, numerical mindset;
  • Fluent English (upper-intermediate as minimum).
Responsibilities:
  • Project the bank's 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).
Raiffeisenbank offers:
  • Entrepreneurial and comfortable corporate culture;
  • Driven, cooperative and sophisticated team;
  • Competitive salary and excellent social package;
  • Comfortable office near metro Smolenskaya.
Send your CV titled «VMSK5694.SS28.AVMSK4930» to Aleksey.SMETANIN@raiffeisen.ru
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