Руководитель направления (Отдел управления структурной ликвидностью, Казначейство) (В архиве)


One of the largest russian universal Bank is looking for a potential candidate on the position opened in The Department of structural liquidity management, Treasury







Описание

Responsibilities:

Interaction with CBR and Basel regarding liquidity ratios;
Calculation and forecast required ratios (N2, N3, N4) and other risk-metrics;
Development / actualization liquidity risk models;
Implementation the stable process of calculation, forecasting, reporting and management of liquidity ratios;
Balance sheet and cash flow modeling, liquidity gap analysis (scenario analysis);
Interactions with subsidiaries banks, supporting liquidity models implementation;
Preparation of presentations for Top management;
Lead the group of analysts (2-3).


Requirements:

Experience in the development of models of interest rate risk, liquidity risk within the Treasury Department;
Knowledge of Basel II and Basel III standards is preferable;
Mathematical education;
Pre-intermediate English.


Conditions:

Competitive salary level;
Official registration by the labour code of the Russian Federation;
Prospects for professional development.






Требования к кандидату

Профессиональный опыт*

3 года (Обязательно)


Образование

Бакалавр / Специалист (Обязательно)