Работодатель, Россия
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
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.