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Responsibilities:
- Methodological support for Liquidity risk management policy, Market risk and interest risk of banking book management policy, Interest Rate Risk Sensitivity Measurement Methodology, Risk & Capital Management Strategy support, etc.
- Preparation of various stress-tests in terms of liquidity stress-tests, LCR modelling, normative ratios stress-tests, survival period stress-test etc.
- Performance of analysis for interest rate GAP, FX positions and VAR, capital adequacy and IRBB, etc.
- Management of Operational risk evaluation process including: risk-self assessment process governance, operational risk reporting (including the preparation of the Bank month operational risk profile);
- Assets and Liabilities Committee overview and data preparation – including Bank Liquidity risk profile, Market and Risk Appetite Statement Limits Control information, stress-testing etc.
- Reporting creation - NSFR report, FI Positions Report, Risk early warning signals report, Operational Risks Severity report, etc.
- Technical support of reports automated performance – automatization using VBA, SQL, PowerQuery, etc.
Qualification skills:
- Higher economic or mathematics degree
- Not less than 5 years in the relevant position
- Upper intermediate English language
- Very strong SQL and VBA, Excel skills
- High communication, presentation and analytical, managing skills.
Надсилаючи своє резюме Ви даєте згоду на обробку своїх персональних даних.
Надання банківських послуг з високим та якісним рівнем обслуговування клієнтів
от 250 до 500 сотрудников
с 2007 года на рынке
- Офис возле метро
- Медицинское страхование
- Регулярный пересмотр зарплаты
- Оплачиваемая стажировка
- Удалённая работа