Risk Reporting Manager, VTB Capital

Risk Reporting Manager, VTB Capital

VTB Capital is looking for Risk Reporting Manager.

The Position:

Reporting to the Head of Credit Portfolio Management & Administration (CPM&A), and based in Moscow, the Risk Reporting specialist is primary responsible for reporting Credit, Market & Operational Risk data to the senior risk and business management of VTB Capital Holding, and the VTB Group Risk management.

Principal Responsibilities:

• Own and maintain all internal and Group Risk reports, ensuring that these are produced to high standard and tight deadlines. This involves extensive liaison and cooperation with the Finance department, VTB Group Risk teams and credit risk officers responsible for individual obligors and transactions;
• Maintain daily, weekly, monthly reports distributed to several Business teams, Senior risk; quarterly regulatory reports;
• Prepare materials for Global risk committees (several legal entities), communicating closely with Heads of Risk;
• Producing ad-hoc reports/risk materials;
• Maintain and monitor limits and exposures in the credit risk system, ensuring that any limit violations are captured and reported to senior management in a timely manner;
• Participate together with Quantitative Risk Management and Risk IT teams in the development of the credit risk system, improvement of the data quality and investigation of potential problems.
• Work closely with Risk IT and the rest of the CPM&A on automation and data quality improvement of the risk reports.
• Participate in the implementation of new products ensuring that they are reflected correctly in the credit risk system.


Key Competencies & Qualifications:

• Strong financial or risk reporting background
• Attention to details
• Result-oriented
• Good knowledge of financial markets and products
• Knowledge of the Russian banking regulation (3624-U, 139-I, 4501-U)
• Capability of working to tight deadlines
• Ability to manage client expectations
• Good communication skills
• Fluent English (both written and spoken) is a must
• Strong VBA skills required

VTB Capital

VTB Group’s Corporate Investment Business is a leader in the international investment banking sector in Russia. VTB Capital has achieved significant results since it was founded in 2008 and has carved out a reputation of a reliable business partner for clients from around the world. VTB Capital operates in Moscow, London, Hong Kong, Singapore and Sofia as well as on the basis of the VTB Group’s international offices in Shanghai, Frankfurt, Vienna and Zug. It is headquartered in Moscow.

Job type Full-time
Experience level Middle
Region Russia (Россия), Moscow
Location Office

Published: 24/01/2022