от компании (организации): International Bank for Economic Co-operation / Международный банк экономического сотрудничества в городе (населённом пункте): Москва, Россия
в отрасли экономики "Информационные технологии, интернет, телеком" → "Телекоммуникации"
с заработной платой: по договоренности
Вакансия № 29419431 добавлена в базу данных сайта Работа в Москве и Московской области (МО, Подмосковье): Вторник, 13 августа 2024 года.
Дата обновления вакансии № 29419431 на сайте Работа в Москве и Московской области (МО, Подмосковье): Понедельник, 23 сентября 2024 года.
Обращаем Ваше внимание, что на момент обращения к работодателю вакансия № 29419431 может быть уже занята. Администрация сайта Работа в Москве и Московской области (МО, Подмосковье) приносит извинения за доставленные неудобства.
Требования к опыту работы:
более 6 лет
Тип занятости:
полная занятость
График работы:
полный день
Дополнительные сведения о вакансии: Chief Specialist, Liquidity, Assets / Liability Management Division, Treasury Operations Department
Duties and Accountabilities
- Short-term liquidity management:
- Calculations within the framework of analyzing the state of forecasted inflows and outflows on assets and liabilities of the Bank's balance sheet taking into account the payment position and norms;
- Support of the Treasury's internal information systems and algorithms, work on their optimization and refinement with respect to the forecast liquidity position.
2. Structural liquidity management and optimization of balance sheet ALM risks:
2.1. Collecting data and performing calculations as part of asset-liability structure analysis, forecasting and modeling liquidity over the medium-term horizon in major currencies;
2.2. interaction with risk management on validation of calculations of liquidity and interest rate risk metrics;
2.3. support of the Treasury's internal information systems and algorithms, their optimization and refinement with respect to the structural currency position, including position maintenance and generation of forecasts;
2.4. reconciliation of currency position data with reporting data in the treasury systems;
2.5. data processing for liquidity buffer modeling in terms of maintenance and execution of balance sheet restrictions on structure and ALM risks.
3. Active interaction with the Divisions of the Department, development of proposals focused on achievement of joint objectives the Division and the Department.
4. Participation in determining the Bank's Pricing Policy for active and passive operations:
4.1. Collecting market data and performing calculations to determine the cost of resources and building risk-adjusted base interest rate curves (FTP);
4.2. performing tasks on modeling risks (liquidity and interest rate) included in the FTP pricing model;
4.3. maintaining the register of internal funding transactions;
4.4. maintaining data on available and projected funding sources.
5. Performing the necessary calculations to determine the value of derivative positions, including hedging positions, and participating in the collateral management of such positions.
6. Preparing materials for meetings of collegial bodies on ALM issues. Participation in corporate business planning and budgeting processes in terms of balance sheet structure planning.
Selection Criteria
1. Graduate degree in Science and/or Economics/Financial Management from a highly ranked higher education institution in the candidate's country;
2. Additional professional education/training in the core activities of risk management, asset-liability management and/or in the area of financial markets and instruments (including Fixed Income / FX / Derivatives).
3. Specific knowledge and skills:
3.1. financial analysis and mathematical modeling skills;
3.2. knowledge of financial markets infrastructure and instruments (securities, derivatives on currencies and interest rates);
3.3. knowledge of financial and management reporting of banks;
3.4. knowledge and practical experience in applying BCBS recommendations, ECB/national regulators' regulatory standards in the field of liquidity risk management;
3.5. knowledge of derivatives valuation methodologies, derivatives collateral management.
4. 2 years and more of experience in ALM (Assets and Liability Management) in analytical internal treasury, finance unit and/or risk management of a bank.
5. Experience with FX and money market instruments in market treasury departments in banking is an advantage.
6. Advanced MS Office user, programming skills.
7. Familiarity with information and analytical systems and resources. Familiarity with specialized ALM systems is an advantage.
8. Oral and written English (B2 and above).
9. Fluency in Russian.
Откликнуться на эту вакансию: Chief Specialist, Liquidity, Assets / Liability Management Division, Treasury Operations Department
Предыдущая вакансия:
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