- university degree in business or quantitative discipline. Postgraduate qualification preferred (e.g. CFA; ACI Diploma);
- minimum 3 years of similar experience in Treasury or Risk Management function with a leading bank;
- know-how and motivation to be engaged in managing 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.
- 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 close to the metro.
Please mention the Your Job telegram channel as the source of information regarding this position