Capital Manager, VP (Treasury)

In Raiffeisenbank’s Treasury we manage the bank’s liquidity, capital and interest rate risk position. We interact with customer business and develop transfer pricing. We constantly handle large amounts of data to keep up to speed with financial markets. We are currently searching for an experienced Capital Manager who will bring their viewpoint, expertise and skills to the ground in hands on manner.

Requirements:

• University degree in quantitative discipline or business. Postgraduate qualification preferred.
• Minimum 4 years of experience in Treasury, Risk Management, Accounting, Controlling, Consulting.
• Strong understanding and experience in capital management practice, related regulatory requirements, RAS and IFRS accounting with focus on capital and PnL accounting, credit risk management incl internal models.
• Advanced user of Microsoft Excel and SQL queries.
• Self-starter with good commercial perspective and ability to lead project teams and cross-divisional initiatives.
• Ability to analyze, prioritize, evaluate and form independent judgments.
• Strong verbal and written communication skills.
• Ability to interact with and build relationships with people from different divisions and levels of seniority.
• Business fluent in English, Russian is required.
• Able to deliver excellent results in a high pace environment with minimal guidance.
• Strong team player, communicator and influencer.

Responsibilities and goals of the role:

• Ensure bank‘s fulfilment of regulatory capital requirements in a cost efficient manner via various measures, not limited to the below.
• Regular strategic forecasting of balance sheet, RWA, capital position.
• Optimise the structuring of business contracts for lower risk weights, where applicable, together with risk management, accounting and business lines.
• Optimize the capital structure, where applicable, jointly with the funding team.
• Implement an internal capital management buffer in line with integrated bank stress testing, jointly with risk management.
• Derive the dividend payment capacity towards the shareholder in line with business growth and risk appetite.
• Implement limits on RWA and risk costs where needed, jointly with risk management.
• Inform regularly and transparently management board on the development of capital and capital ratios, together with proposals for action, where applicable.
• Enhance the methodology for capital- and capital cost allocation jointly with Finance and Risk to maximise shareholder value.
• Define, maintain and enforce capital management policies under ICAAP.
• Additionally the incumbent of this position will take the Treasury lead in the implementation of hedge accounting for banking book, hedging derivatives under RAS and IFRS, jointly with the accounting team.

Адрес: Москва, Смоленская-Сенная площадь, 28