Junior Analyst (Funding & Securitization)
In Raiffeisenbank Treasury, we manage the bank’s liquidity, capital, interest rate risk and perform funding and securitization deals. Currently we are searching for a Junior Analyst/Analyst for Funding & Securitization activities.
Key Responsibilities:
- dentification & comparison of funding and securitization deal opportunities
- calculation of funding deals effect
- contribution to the development of securitization deal effect calculation models
- market monitoring of peer bonds issues and securitization deals
- identification of opportunities for ESG-funding
- analysis and selection of collateral eligible for securitization deals
Requirements:
- bachelor/Master in finance/economics/banking (HSE/NES/MSU graduates are preferred)
- deep knowledge of financial markets, macroeconomics, securities regulation
- good skills in Excel (VBA), Power Point
- programming experience (Python/R/C++) is an advantage
- fluent English (upper-intermediate as minimum).
What we offer: driven, cooperative and sophisticated team; competitive salary and excellent social package; comfortable office near metro Smolenskaya.
Find out more about the vacancy you can by link, CV can be sent to: Valentina.Zaytseva@raiffeisen.ru with subject line «Junior Analyst F&S»
Junior Quantitative Analyst
Treasury is looking for a Quantitative Analyst, who will develop models and optimize risk steering processes. In this position, you will be able to make immediate impact on decision making, covering interest rate and liquidity risk, and also optionalities within banking book.
Responsibilities:
- development of models for pricing and hedging customers optionalities (prepayments, withdrawals, replenishments);
- modelling clients behavior for different types of products;
- design of optimal balance sheet steering.
Skills:
- advanced Python3 skills and proficiency in numpy, pandas, scipy;
- experience in SQL;
- ability to conduct research/read papers and code models from scratch;
- ability to communicate complex ideas in clear and concise way;
- fluent English.
What we offer: driven, cooperative and sophisticated team; competitive salary and excellent social package; comfortable office near metro Smolenskaya.
Find out more about the vacancy you can by link, CV can be sent to: Valentina.Zaytseva@raiffeisen.ru with subject line «Junior Quantitative Analyst »
05 октября 2021
