Maxim Khrustalev Email & Phone Number

Москва, Москва, Россия

• Governance of Holding’s consolidated FX risk related to CIS, SEE and SEA.• Building and implementation infrastructure, models and business processes for hedging through FX derivatives.• Thorough analysis the local market in the region of coverage to streamline of strategy and reduce the cost of hedging.• Leadership the OCP and counterparty risk management automation project.• Establishing trusted relationships with vendors, advisers and key regional price providers.

Projects of market evolution towards the modern global regulation and ethical behaviours.Preparation of resolutions on the Bank of Russia consultation papers on derivatives.

Leadership of the Trading Desk, responsibility for the financial result.Elaboration and implementation of the exit the Russia strategy from Treasury perspectives.Update of Trading and Treasury policies to comply with applicable legislation.ALCO committee membership, introduction of the market strategy and risk appetite.Transfer price (FTP) administration, term funding cost analysis.Daily monitoring of both local and global portfolios vs general ledger by risk and result.Development and introduction of the FO platform for risk and liquidity management.Liquidity management (batch, depo, swap, repo).

Management of global ruble risk associated with FX spot, swap, forward, IR Swap, CC swap.Pricing and development of FX strategies for corporates, banks and hedge-funds (TOP50).Collaborative work with Credit on curves, credit charges and spreads analysis (WWR, grid).Market monitoring, produce of trading ideas and local market color.Performance of the functions of a centralized ruble Treasury for the entire Group RBS.Implementation of the eFX-platform for spot / curve price distribution and trade execution.Cooperation with global Sales and Strategy to gain market share.Optimisation and automation of Trading Desk business processes.

Transactions with 15+ currencies: FX spot, swap, forward, deposits and banknotes.Act as backup for Fixed income trader.Control of FX and Rates risk profile within current limits.Liquidity management of the commercial bank.Trusted contributor of the indicative ruble market fixings (Mosprime, Ruonia, EMTA).Ruble products pricing for OTC banks, the head office and the key customers.

Management of proprietary FX position and liquidity.Dealing with FX, forward, depo, GKO, Eurobonds, promissory notes, stocks and banknotes.Updating of Trading, Back Office and Depositary procedures.Creation of an AML Division (development of procedures and tools, reporting to authorities).Carry out of trade confirmation and settlement; OTC Master agreements.

Management of the branch FX risk, provide cover for client’s flow in deposits, spot, forwards and government bonds.Participation in the «novation» of customer’s GKO portfolio.

Control of the prop position and client’s orders execution in FX spot, deposits, GKO, Eurobonds, stocks, exchange traded derivatives and promissory notes.Carry out of confirmation and settlement of transactions, Back-office bookkeeping and interbank contracts.

Management of a proprietary position. Immediate responsibility for the firm's revenue (G7 currencies, position funding).

FX spot, forward and deposit operations.Responsibility for increasing customer base and market share.