Maria Romanova

Maria Romanova


Russia (Россия)

Educational experience

  • Moscow Banking Institute


I can help with

Fixed income trader with 10 + years of experience with liquidity management background. Government, Municipal, Corporate bonds, IRS, OIS, CCS, basis swaps, cap/floor, FX options. Pricing and execution derivatives with complex structure. Trading and banking book portfolios management. Execution of OTC and listed deals. Analysis, prognosis and managing various risks including but not limited to CPV, DVP, BPV, BSPV, VaR, SVaR, IRC, RWA. Scenario analysis of the portfolios. Maintenance of Fair value and Cash flow hedge effectiveness. New products implementation. ALCO, Credit and Risk Committees support. Market color reviews to management and to the international team. Support in FTP base yield curve processes.
Liquidity management background. Data gathering, modeling, forecasting and risk control related to liquidity risk. Nostro residuals optimization. Reports automation. Management reporting and ALCO support. Balance sheet, cashflow statement, capital adequacy. Analysis of refinancing opportunities. Balance structure planning and Funding Plan development. Budget processes support. Interaction with auditors, CBR representatives and rating agencies.

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