Treasury IRRBB Manager, VP в Raiffeisenbank


- 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.

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 close to the metro.


Please mention the Your Job telegram channel as the source of information regarding this position