Division - Treasury CIB
- Title - Treasury Manager;
- Role – Liquidity risk and regulation;
- Supervised locations: - Russia, UK, Swiss and Cyprus.
Skills for all above positions:
- Ability to effectively articulate liquidity risk management policies and methodologies;
- Ability to analyze complex issues and make sound business decisions;
- Excelent problem solving and analytical skills;
- Excelent people and relationship management skills;
- FRM is a plus.
- > 3 years’ experience in Treasury, Finance, Risk Management, or related field;
- Experience with VaR, backtesting, stress testing, other scenario testing, and other statistical models;
- Good knowledge of Derivatives, Secured Funding products;
- Understanding of regulatory guidelines (Basel III, LCR, NSFR);
- Comfortable with handling large datasets; Some experience with SQL Database; R and/or Java experience is a plus but not required.
- Define and maintain firmwide and legal entity level liquidity management policies and guidelines;
- Produce daily forecast of main liquidity measures (LCR, NSFR), and analyze key drivers;
- Maintenance of daily trade reconciliations between regulatory reporting and front office system (Murex);
- Develop plans for the liquidity buffer management optimization;
- Participate in ongoing improvements and optimizations of the ALM IT system;
- Analyze new and pending liquidity and capital regulations and their impact on the Bank;
- Collaborate with trading desks on matters related to capital and liquidity management.