компания "cornerstone russia" alm manager will conduct research, develop analytics and contribute towards formulation of the firmchr(39)s strategy in various aspects of bank balance sheet management. the job responsibilities will include, but not limited to: leverage quantitative frameworks such as balance sheet optimization model to design strategies around managing firmchr(39)s investment portfolio, capital and funding positions and balance sheet composition under regulatory and economic uncertainty undertake quantitative research efforts on multiple investment portfolio strategy topics, such as optimal asset allocation strategy and portfolio diversification, long term investment strategy analyze key balance sheet strategy trends in the banking industry summarize complex research takeaways in presentable form and communicate to senior management improve and develop quantitative optimization and surveillance frameworks around firmchr(39)s balance sheet build quantitative analytics to support decisions around firmchr(39)s internal transfer pricing mechanisms manage and systematize datasets on the firm and the industry understand how the bank’s risk appetite and risk culture should be considered in day-to-day activities and decisions. qualifications 4+ years of experience in fixed income research / strategy, bank balance sheet management, fundamental company evaluation is a plus strong academic background with a ph.d. or an m.s. in engineering, mathematics, physics, economics or any other quantitative or technical background, with a strong interest in finance and banking the candidate must be a self-starter who is able to independently work in a fast paced, results driven environment willingness to dive into details and dig deep into data to find answers to challenging questions strong communication skills (both verbal and written), ability to prepare high quality powerpoint presentations and to communicate findings to a non-technical audience strong programming skills (python or similar) strong microsoft office skills (excel / vba, powerpoint)
Адрес
Москва