Risk Analyst - Market & Liquidity

ALPHA BANK ROMANIA is part of the largest Greek financial group, Alpha Bank Group, with more than 140 years experience in banking sector. The first foreign bank to come to Romania after 1990, ALPHA BANK ROMANIA provides the whole range of products and services to the consumer market segment as well as complex banking solutions to the business and corporate customers.The applicants will have the great opportunity to join an important organization whose values are: innovation, honesty, flexibility, intelligence and reliability.

Requirements:

Experience of at least 2 years in similar functions.
Degree in Economics, Finance, Management, Maths or similar.
Post-graduate or Master degree in Markets, Financial Instruments or Finance is desirable.
Fluency in English.
Proficiency in Excel to maintain, improve and develop reporting tools.
SQL and Excel VBA programming skills is a plus.
Good understanding of Market Risk concepts and metrics (VaR, EVE/NII, scenario analysis, risk sensitivities, etc.).
Good understanding of Capital Market activities and main instruments is desirable.
Strong quantitative, analytic and problem-solving skills.
Strong work ethic and commitment.
Good interpersonal communication skills and ability to work as a team.

Key responsibilities:

Participate in the daily capture, monitor, control and reporting of the Bank’s market & liquidity risks and ensure approved limits are complied with.
Build, maintain and improve market & liquidity risk reporting infrastructure and tools, together with the reporting specialized Division.
Proactively contribute to wider risk function initiatives and projects.
Conduct ad-hoc analysis in relation to market & liquidity risks.
Support the preparation of committee materials and other reports related to the Bank’s market &liquidity risk.
Implement and perform data quality controls of the market & liquidity data captured by the risk reporting systems.
Suggest, develop and implement measures leading to the automation and streamlining of existing processes.
Participate in the market risk capital requirements calculation process under current regulatory frameworks.
Participate in the implementation of the regulatory framework.

BENEFITS

Flexibility

start to work every day any time between 7:30-10:00;
agree with your manager and you would need to be at the office max 1 day / week!
hybrid work is normal with us!

Work/life balance

up to 30 vacation days depending on your work experience.
free paid days for special events in your life.
birthday off - celebrate special moments with your dear ones.
personal day off - unpredicted tasks at home always occur.
study day off - be the best of yourself and pass any professional exam.
medical insurance - we know a simple subscription might not always be enough; can chose your supplier, follow your favorite doctor!
accidents insurance- we are ready to get through even the most unpleasant moments.
wellbeing trainings - let specialists guide you to be your best in your mind and body.

Financial support

13 salaries/year, no matter when you come onboard (pro-rated).
allowance for special events.
special rates on banking products and services.
meal tickets.

Training and development

induction guaranteed – so you ca feel at ease even if you are not yet a banker.
your dedicated Buddy – the most experienced and enthusiastic colleagues will accompany you on your first weeks with us.
training plan – talk to your managers and onboard on a learning journey fit to your needs.
access to a tone of online training sessions – for free, whenever you have the best time to learn.
unconditioned friendship with Bookster.
an internal communication platform – we are a team of friends and we keep close; so informal interaction is at hand.

Our recruitment process is based on personal data processing, according to data provided in information note on the processing of personal data, available on Alpha Bank Romania website.