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Open nowPosted 332 days ago

Ведущий методолог Дирекции управления рисками

АО "КОРПОРАЦИЯ "МСП"

Where
Москва, Russia
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Your applicationOpen nowВедущий методолог Дирекции управления рискамиАО "КОРПОРАЦИЯ "МСП" · Москва, Russia
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This job: posted 332 days ago

The posting

ежемесячный расчёт и подготовка к аудиту нормативов финансовой устойчивости Корпорации МСП Н1.0, Н1.4, Н6 (подготовка данных, расчёт показателей); сбор и подготовка данных по предоставлению ежемесячной отчётности Банку России (данные по нормативам, по портфелю поручительств и иные); подготовка методических документов по расчёту нормативов финансовой устойчивости и капитала на базе требований ЦБ РФ к банкам (220-И, 646-П) нормативы Н1.0, Н1.4, Н6; подготовка методических документов по расчёту пруденциальных резервов (590-П, 611-П) и резервов в соответствии с МСФО-9; разработка и поддержание внутренних нормативных документов в компетенции подразделения (политика управления рисками, положение о лимитах и риск-аппетите, методики оценки фин. устойчивости банков-партнёров, субъектов МСП и прочее) подготовка аналитических материалов и презентаций для руководства и на заседания коллегиальных органов управления.

высшее образование в области экономики, количественных финансов, точных наук; опыт работы в подразделении рисков банка или конслатинговой компании по профилю разработки методик оценки рисков от 1 года; опыт в разработке методик расчёта нормативов в соответствии с требованиями Банка России (понимание 220-И (бывш. 199-И), 646-П, 590-П, 611-П, 845-П (бывш. 483-П), 744-П и Базель 3). участие в расчёте норматива достаточности капитала Н1 (сбор и подготовка данных, проведение расчётов), расчёте капитала и RWA; опыт расчёта резервов на возможные потери по ссудам на основе МСФО-9 и/или 590-П/611-П; обязательно: инициативность и проактивных подход; опыт в подготовке аналитических и презентационных материалов для руководства и коллегиальных органов управления; уверенный пользователь Excel, SQL. умение работать в проектных командах и режиме многозадачности.

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