Market and liquidity risk analyst

ES-13531

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Our partner, who has a leading role in the banking sector is looking for a new colleague.
Location:

Budapest

 
What are you going to do?
 
  • 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
 
What are we expecting from you?
 
  • University degree in finance, economics (M.Sc.)
  • At least 4 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)
  • 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
What will you get?
  • Cafeteria and yearly bonus
  • Well-being services
  • Health insurance
  • Trainings to help your personal development
  • Complex, various tasks
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