SENIOR MARKET RISK OFFICER

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Angajator: FIRST BANK
Domeniu:
  • Altele
  • Banci
  • Contabilitate Finante
  • Tip job: full-time
    Nivel job: 1 - 5 ani experienta
    Orase:
  • BUCURESTI
  • Actualizat la: 12.11.2018

    Responsabilities:

    • Implement and updates the Market and Liquidity procedures according to NBR and EBA regulations;
    • Participates in the MtM of the Bonds and Derivatives portfolio.
    • Design and implement stress and scenario analysis, including VaR, related to the Market and Liquidity risk;
    • Monitors the market and liquidity positions and ensures the conformity with the setup limits;
    • Reviewing market risk positions, particularly under potential risk scenarios, and raise challenges to the desk if necessary;
    • Participates in the preparation of the IRRBB, LCR, NSFR and ALMM reports.
    • Drafting supporting materials regarding the evolution of above-mentioned risks for management information and relevant committees.

    Requirements & skills:

    • University degree;
    • Min 3 years prior expertise in the financial services;
    • Market risk/control/audit/consulting in a banking environment or audit;
    • Knowledge of the Market risk capital requirements;
    • Knowledge of statistics, econometrics and financial engineering;
    • Matlab familiarity will be an advantage;
    • Certificate/Enrollment in CFA/FRM/PRM will be a plus;
    • Good knowledge of English;
    • Ability to work as part of a team;