- Planning and estimation of financial/capital impact coming from balance sheet exposures generating open currency position changes;
- Analyzing open currency position drivers and searching for opportunities to optimize of open currency position utilization;
- Incorporating into regular open currency position planning methodological and regulatory changes;
- Coordination and alignment of business-lines needs for open currency position utilization on a regular basis and during yearly budgeting process;
- Applying for open currency position risk sublimits of each business-line;
- Active interaction with risk and accounting departments, verification of open currency position calculation methodology;
- Preparing analytical materials for the management of Treasury department and Management Board of the Bank.
- Bachelor in finance/economics/math (HSE/NES/MSU graduates are preferred);
- Good academic performance (high GPA, ranking – top 20% of the class);
- Deep knowledge of finance, macroeconomics, statistics and econometrics;
- Understanding of financial markets and financial instruments (FX/IR derivatives, options);
- Fluent English (upper-intermediate as minimum);
- Good skills in Excel (VBA), Power Point, SQL;
- 1 year of working experience in financial sector;
- Experience in bank Treasury, Risk Management, Accounting, Capital Markets, Controlling is a strong advantage;
- Programming experience (Python/R/C++) is a strong advantage.
- driven, cooperative and sophisticated team;
- competitive salary and excellent social package;
- comfortable office near metro Smolenskaya.
CV can be sent to: Valentina.Zaytseva@raiffeisen.ru with subject line «Analyst in Treasury»