от компании (организации): Raiffeisenbank в городе (населённом пункте): Москва, Россия
в отрасли экономики "Банки, инвестиции, лизинг" → "Аналитик"
с заработной платой: по договоренности
Вакансия № 11570462 добавлена в базу данных сайта Работа в Москве и Московской области (МО, Подмосковье): Вторник, 30 июля 2024 года.
Дата обновления вакансии № 11570462 на сайте Работа в Москве и Московской области (МО, Подмосковье): Среда, 25 сентября 2024 года.
Обращаем Ваше внимание, что на момент обращения к работодателю вакансия № 11570462 может быть уже занята. Администрация сайта Работа в Москве и Московской области (МО, Подмосковье) приносит извинения за доставленные неудобства.
Требования к опыту работы:
3–6 лет
Тип занятости:
полная занятость
График работы:
полный день
Дополнительные сведения о вакансии: Head of Liquidity Risk Management
Financial Markets Risk Management Department (FMRM) 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.
Financial Markets Risk Management Department is looking for Head of Liquidity Risk Management.
Job Description:
- End-to-end responsibility for intraday bank’s liquidity risk management (incl. Methodology, limits, modeling and forecasting, local and Group reporting);
- Coordination, support and improvement of liquidity risk management processes:
- splitting limits and responsibilities between Trading, ALM and Risk
- setup of new products pricing / risk treatment and new regulatory requirements;
- developing and improvement of intraday LCR forecast;
- improvement of Data Quality / Data Delivery processes, developing SLA with key stakeholders;
- Modeling of core banking product stickiness (e.g. Machine Learning);
- Team management (hiring, training, motivating, growing): 3 people in direct responsibility and up to 5 in project teams;
- Close cooperation with FMRM Risk IT Team (Product Owner for LRM) in all aspects regarding liquidity 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) 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 liquidity management, FTP, product pricing and ALM risk positioning.
Successful Applicant
FMRM team is looking for an ambitious and success-oriented Risk / Treasury senior specialist who is available immediately or within 1 month. The successful candidate will be:
- NES/ HSE / MSU / SPBU graduate with MA degree in Mathematics, Economics or Finance;
- Excellent knowledge of Central Bank of Russia and Basel requirements for liquidity risks management;
- Knowledge of Financial Mathematics, Statistics, Economics and Finance;
- At least 3 years of working experience in liquidity risk management in financial / ALM / Risk units in a universal or commercial bank with CIB products;
- Good Project and Team Management skills;
- Good IT skills (advanced MS Excel user, knowledge of VBA, SQL/SAS);
- Advanced or fluent English (spoken and written);
- Experience in Python programming, Machine Learning and Kamakura is a plus.
What’s 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.);
- Opportunities to present Bank’s liquidity risk position on Management Committees (incl. ALCO and Management Board) and external events and conferences;
- Opportunities to influence and improve Bank’s business Model and Risk Strategy;
- Outstanding opportunities to learn and progress in Risk Management and ALM (both Trading and Banking Books).
Откликнуться на эту вакансию: Head of Liquidity Risk Management
Предыдущая вакансия:
Вакансия № 11570456 на должность Консультант SAP FI-FM от компании ООО ИК СИБИНТЕК в городе (населенном пункте) Москва