Market and Liquidity Risk Analyst

The Adecco Group, the world’s leading provider of HR solutions, is looking for a

Market and Liquidity Risk Analyst

professional for its partner operating in the banking and finance sector.

Watch the video for more detials:

The job:

  • Development, implementation, measurement and monitoring of behavioral models and methodologies related to market and liquidity risks. E.g.: non-maturity deposit model, depositrollover model, prepayment model, non-performing loan model, etc.
  • Risk assessment and strategic analysis of liquidity position and forecasts.
  • Performing second level control on liquidity risks, safeguarding methodology for liquidity metrics, LCR and NSFR.
  • Improve risk identification and monitoring process.
  • Following up on new regulatory requests and group policy expectations.
  • Preparing management report and strategic decision making materials for senior management.
  • Ensuring limit compliance, participating in limit review and defining risk appetite framework in line with group strategy.
  • Monitoring intraday, short term and structural liquidity position.
  • Participate in project initiatives.
  • Strong collaboration with ALM/Treasury.

The requirements:

  • University degree in finance, economics (M.Sc.)
  • At least 5 years relevant experience in Risk Management, ALM or Treasury.
  • Outstanding analytical and numerical skills.
  • Understanding of derivative products, financial markets, banking sector and monetary policies.
  • Strong IT skills: Excel, VBA, Access, Database language (SAS, SQL), R program language.
  • Precision, proactivity and team player attitude.
  • Familiarity with Bloomberg, Reuters, Murex is an advantage.
  • Excellent command of English.
  • Experience in counterparty credit risk calculation is an advantage.

Location: Budapest

If you are interested in the position, please send your CV to our IT expert, László Adrián Spiller, executive consultant: or call +36 30 291 3089.

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