CIB Treasury Manager ( ALM regulation team)
Сбербанк России | Россия, Москва

Sberbank CIB offers its clients a full range of global markets operations that complement its investment banking services and cover the currency, commodity and money markets, interest rate derivatives, fixed income products and equities. In addition, we provide direct access to financial markets. Our services are fully integrated into Sberbank’s platform and are continuously being improved and adapted to meet specific client needs, which enables us to resolve any task connected with operating in financial markets and hedging various types of risks. We provide client support regardless of the time of day thanks to our offices in Moscow, Zurich, London, New York and Nicosia.

CIB Treasury is responsible for managing legal entity level liquidity and capital positions of the investment banking businesses. The team actively participates to support firmwide decisions in relation to balance sheet management, CIB business planning, new product development.

Описание

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.

Experience:

  • > 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.

 

Essential Responsibilities:

  • 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.

Требования к кандидату

  • Текущее место проживания
    Россия (обязательно)
  • Опыт работы (>)
    5 лет (опционально)
  • Индустриальный опыт
    • Банки (опционально)
    • Консалтинг (опционально)
    • Финансовые услуги (опционально)
  • Образование
    • Магистр (опционально)
    • Кандидат наук / доктор наук (опционально)
  • Профессиональная квалификация
    • CFA (опционально)
    • FRM (опционально)
  • Знание языка
    • Английский, Свободный (обязательно)

Контактные данные

  • Местоположение
    Россия, Москва
ОТЗЫВ