- ALM and balance sheet stress-testing;- managing interest rate risk (IRR);- redesign of funds transfer pricing (FTP) methodology;- funding process enhancement;- regular reporting to Bank ALCO;- control of Treasury function;- FX and liquidity risk analysis (models, stress-testing);

- IRR;- control of Treasury function (FTP, funding, P&L);- FX and liquidity risk analysis (models, stress-testing);

- Interest rates and P&L modelling and forecasting; plan-fact, scenario and sensitivity analysis;- Separation of rates and P&L between base interest rate risk and credit/liquidity risk;- Implementation of securities positions integration project and funding in Radius/Kondor;- Enhancement of securities position management: internal and external shorts closure and PL compensation to desks for external REPO with their securities; implementation of new approach to REPO funding;- FTP calculation methodology rework and automation;- Optimization of cash-desk, cashiers and their cash management functions;

- Implementing sight deposits replicating portfolio modeling for liquidity, IRR management and FTP- Design of retail loans prepayment model (liquidity, IRR, FTP);- LCR model calculation and automation and development of action plan- Preparation of internal liquidity reports (cash-flow and obligatory ratios forecasting);- Open FX position management, assistance in Bank’s FX result forecast;- Completion of analytical tasks and quantitative assessments, assignment of tasks to colleagues.

• Preparation of weekly presentations for my manager’s reporting to Assets and Liabilities Committee (overview of deposit and loan portfolio changes; progress on cooperation with supranational institutions and establishment of liquidity facility through CBR);• Assistance in Basel III regulation compliance. Calculation of the metric, comparison and preparation of letters to CBR concerning its draft regulation (395-P) and corresponding Basel III standard;• Oversight of internal regulations of Finance department including revision and adaptation of policies;• Participation in preparation of yearly funding plan;• Analyses of the Bank’s NII, its drivers and weekly changes;• Servicing of Mortgage-Backed Bond issue including the oversight for CBR obligatory ratio compliance;• Assistance in maintenance of reporting database and different reports cooking;• Completion of analytical tasks including assumptions back-testing and quantitative assessments.