Руководитель направления (Отдел управления структурной ликвидностью, Казначейство)


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)