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: https://youtu.be/6Alw23eeoXU
- 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.
- 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.
If you are interested in the position, please send your CV to our IT expert, László Adrián Spiller, executive consultant: firstname.lastname@example.org or call +36 30 291 3089.