от компании (организации): Raiffeisenbank в городе (населённом пункте): Москва, Россия
в отрасли экономики "Банки, инвестиции, лизинг" → "Экономист"
с заработной платой: по договоренности
Вакансия № 6726926 добавлена в базу данных сайта Работа в Москве и Московской области (МО, Подмосковье): Четверг, 29 августа 2024 года.
Дата обновления вакансии № 6726926 на сайте Работа в Москве и Московской области (МО, Подмосковье): Вторник, 24 сентября 2024 года.
Обращаем Ваше внимание, что на момент обращения к работодателю вакансия № 6726926 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: IRRBB Manager, VP (Treasury)
In Raiffeisenbank Treasury we manage the bank’s liquidity, capital and interest rate risk position. We interact with customer business and develop transfer pricing. We constantly handle large amounts of data to keep up to speed with financial markets. We are currently searching for an experienced Treasury IRRBB Manager who will bring their viewpoint, expertise and skills to the ground in hands on manner. The main tasks will be: management of interest rate risk position of the bank, development and execution of strategy for IRRBB, presentation of strategies, risk position and resulting P&L on Asset Liabilities Committee, development of Fund Transfer Pricing and IRRBB methodology.
Requirements:
- university degree in business or quantitative discipline. Postgraduate qualification preferred (e.g. CFA; ACI Diploma);
- minimum 4 years of experience in Treasury or Risk Management function with a leading bank;
- skills and know-how to manage interest rate risk in the banking book;
- understanding of macroeconomics and monetary policy mechanisms, deep knowledge of financial markets;
- deep understanding of bank balance sheet, related products and interest rate risks;
- experience in financial mathematics and econometric estimation;
- able to deliver excellent results in a high pace environment with minimal guidance;
- excellent communicator able to translate complex matters into simple language;
- strong team player, communicator and influencer;
- good knowledge of Excel and Bloomberg, SQL will be an advantage;
- business fluent in English, Russian is required.
Major responsibilities:
- actively manage the balance sheet structure with a focus on interest rate risk in the banking book;
- further develop the methodology for overall IRRBB framework and funds transfer pricing;
- deeply analyze the structural maturity transformation incl. NIM and develop steering proposals for RUB, USD and EUR interest rate position;
- present management information and strategic steering proposals to Asset Liability Committee. Coordinate its execution thereafter;
- collaborate closely with front-line business segments, Capital Markets, Controlling, Risk Management.
What we offer:
- a high visibility role where you will be empowered to influence important business decisions;
- low formalism/bureaucracy corporate culture;
- driven, cooperative and sophisticated team;
- competitive salary and excellent social package;
- comfortable office building in the centre of Moscow, close to the metro.
Откликнуться на эту вакансию: IRRBB Manager, VP (Treasury)
Предыдущая вакансия:
Вакансия № 6726923 на должность Главный экономист планово-экономического отдела (ресурсное планирование) от компании ОАО МЕЖРЕГИОНТРУБОПРОВОДСТРОЙ в городе (населенном пункте) Москва