We demonstrate the optical orientation and alignment of excitons in a two-dimensional layer of CsPbI$_3$ perovskite nanocrystals prepared by colloidal synthesis and measure the anisotropic exchange splitting of exciton levels in the nanocrystals. From the experimental data at low temperature (2K), we obtain the average value of anisotropic splitting of bright exciton states of the order of 120{\mu}eV. Our calculations demonstrate that there is a significant contribution to the splitting due to the nanocrystal shape anisotropy for all inorganic perovskite nanocrystrals.
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