от компании (организации): International Bank for Economic Co-operation / Международный банк экономического сотрудничества в городе (населённом пункте): Москва, Россия
в отрасли экономики "Банки, инвестиции, лизинг" → "Аналитик"
с заработной платой: по договоренности
Вакансия № 14744995 добавлена в базу данных сайта Работа в Москве и Московской области (МО, Подмосковье): Четверг, 3 октября 2024 года.
Дата обновления вакансии № 14744995 на сайте Работа в Москве и Московской области (МО, Подмосковье): Четверг, 14 ноября 2024 года.
Обращаем Ваше внимание, что на момент обращения к работодателю вакансия № 14744995 может быть уже занята. Администрация сайта Работа в Москве и Московской области (МО, Подмосковье) приносит извинения за доставленные неудобства.
Требования к опыту работы:
не требуется
Тип занятости:
полная занятость
График работы:
полный день
Дополнительные сведения о вакансии: Chief Specialist of Liquidity Management and ALM Division
Duties and accountabilities
- Short term liquidity management:
- Running calculation tasks for the analysis of forecasted asset and liability in- and outflows, keeping track of the payment s position and meeting the internally set liquidity ratios.
- Maintenance, optimization and further development of Treasury internal systems and algos as concerns liquidity position’ projections.
- Structural liquidity management and optimization of ALM risks:
- Managing the market data and running the calculations for the liquidity projections and the asset-liability analysis over the mid-term horizon in the key currencies.
- Validation of Risk calculation of the liquidity and IR risk metrics.
- Maintenance of the internal Treasury information systems, sources and algos on structural currency position , including their optimization and further development, position keeping and running the projections.
- Treasury to Finance currency position data reconciliation.
- Maintenance of the necessary internal data to model the issues related to the liquidity buffer, with the view of fulfilling the imposed ALM risk/balance sheet restrictions.
- Active interaction with other Treasury divisions, coming up the ideas and suggestions on improving general performance.
- Taking part in setting the Bank’s policy with respect to asset and liability-side operations:
- Update of the applicable market data and running the necessary calculations for building the internal pricing curves (FTP).
- Running the modelling tasks of the risks included in the FTP model.
- Update and maintenance of the actual data on the available funding sources.
- Maintenance, optimization and further development of Treasury internal systems and algos on FTP quotes, to provide for the proper functioning of the internal pricing mechanism.
- Running the valuation of derivative positions, including designated hedging positions, and taking part in the position margining/collateral management.
Selection Criteria
- Higher education is mandatory in the field of science disciplines and/or economics / financial management at a university with a high rating in the candidate’s country.
- Advanced professional courses/trainings in core activities of risk management, assets-liabilities and/or financial markets and instruments (including Fixed Income/FX/Derivatives) confirmed by certificates is a plus.
- Special knowledge and skills:
- Financial analysis and mathematical modeling skills;
- financial market infrastructure and instruments;
- financial and management reporting of banks;
- and hands-on experience in applying BCBS recommendations regarding ALM Treasury & Risk Management, including market risks and ECB/national regulatory standards;
- Modern approaches to derivative valuations, collateral management, fair value adjustments (CVA, FVA)
- Advanced PC user with programming and database competencies, including MS Office
- Practical experience in development and/or customization of management reporting systems with regarding to analytic treasury functions and ALM risks
- User of Bloomberg, Reuters information systems and specialized risk-systems.
- Language skills: Russian - effective operational proficiency (C1), English - advanced level (C1).
- Min. 2-year experience in risk management (ALM risks) and/or at a bank’s analytic internal treasury (ALM), and/or at a consulting company with the focus on ALM/ analytic treasury issues.
We offer
- Competitive salary.
- Meal allowance.
- Comprehensive medical insurance.
- 30 (thirty) working days of paid annual leave.
- Fully paid 30 (thirty) days of the sick leave.
- Mobile communications allowance for business purposes.
- Opportunities for professional education, including language courses.
For the employees-citizens from the following Bank’s member countries - Republic of Bulgaria, The Socialistic Republic of Vietnam, the Mongolian People`s Republic, the Republic of Poland, Romania, Czech Republic, Slovak Republic - we offer following additional compensations and benefits:
- Housing allowance for accommodation in Moscow including one-off compensation of the realtor expenses.
- Reimbursement of relocation expenses to the workplace and back after expiration of contract, including relocation of immediate family members.
- One-off relocation allowance.
- Customs clearance of personal belongings.
- Payment the hotel accommodation in the period of housing search.
- Reimbursement of the expenses for vacation travel to the permanent place of residence and back, including expenses for the immediate family members.
- Reimbursement of expenses for children education under the secondary school educational program.
- Medical insurance for relocated immediate family members.
Откликнуться на эту вакансию: Chief Specialist of Liquidity Management and ALM Division
Предыдущая вакансия:
Вакансия № 14744994 на должность Руководитель отдела продаж ( FMCG) от компании ООО Стройинвест в городе (населенном пункте) Московский