Treasury Manager, VP

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 Treasury IRRBB Manager who will bring their viewpoint, expertise and skills to the table.

Requirements:

• university degree in business or quantitative discipline. Postgraduate qualification preferred (e.g. CFA; ACI Diploma);
• minimum 3 years of similar experience in Treasury or Risk Management function with a leading bank;
• know-how and motivation to be engaged in managing interest rate risk in the banking book;
• understanding of macroeconomics and monetary policy mechanisms, deep knowledge of financial markets;
• deep understanding of bank balance sheet, related products and interest rate risks;
• experience in financial mathematics and econometric estimation;
• able to deliver excellent results in a high pace environment with minimal guidance;
• excellent communicator able to translate complex matters into simple language;
• strong team player, communicator and influencer;
• good knowledge of Excel and Bloomberg, SQL will be an advantage;
• business fluent in English, Russian is required.

Major responsibilities:

• actively manage the balance sheet structure with a focus on interest rate risk in the banking book;
• further develop the methodology for overall IRRBB framework and funds transfer pricing;
• deeply analyze the structural maturity transformation incl. NIM and develop steering proposals for RUB, USD and EUR interest rate position;
• present management information and strategic steering proposals to Asset Liability Committee. Coordinate its execution thereafter;
• collaborate closely with front-line business segments, Capital Markets, Controlling, Risk Management.

What we offer:

• a high visibility role where you will be empowered to influence important business decisions;
• low formalism/bureaucracy corporate culture;
• driven, cooperative and sophisticated team;
• competitive salary and excellent social package;
• comfortable office building in the centre of Moscow, close to the metro.

Адрес: Москва, Смоленская-Сенная площадь, 28