What you'll be doing
- Actively Managing Interest Rate Risk in the Banking Book (IRRBB) IRRBB observing regulatory requirements;
- Initiates and prepares an in-depth analysis for setting the levels of internal funding prices (FTP) to proper steer bank’s balance sheet; Organizes FTP quotations process, ex-post FTP reporting, incl. managerial alpha (ex-ante and ex-post)Assist in the coordination and exchange of experience with the European Financial Centers of UniCredit Group;
- Actively participates in application and analytical work related to behavioral models, developed by Risk function, and executes the replication strategies for managing IRRBB; Advise the business units in the Bank, as well as current and potential clients on European funds and financial instruments;
- Defines based on Group rules the Risk Adjusted Pricing principles for bank’s products; organize preparation of related analysis and reports Regular presentation of the existing and upcoming instruments to the relationship managers/back office and its clients in relation to local programs and EU funds;
- Manage the organization of Assets and Liability Committee sessions;
- Organizes budgeting and planning process on FTP and other IRRBB related positions;
- Manages ALM&CC results; Prepare and verify standard reports and presentations for trends developments and other ad-hoc topics; Lead the preparation and enhancement of internal reports, dashboards, and management information tools. Help improve reporting efficiency through automation and optimization of processes where applicable.
What you'll need to succeed
- University degree in Economics/Finance/Accounting;
- At least 2 years of experience in banking, finance, treasury, risk management, or financial analysis.
- Excellent command of written and spoken English;
- Excellent MS Office skills with MS Excel Proficiency and PPT proficiency
- High level of commitment and flexibility, proactive and independent, able to take full responsibility and deliver high quality results under time pressure;
- Communication skills with high level of seniority.
What you'll get in return
- Christmas bonus
- Performance bonuses
- Food vouchers
- Preferential terms on loans
- 25 days holiday leave
- Àdditional holiday leave and birthday gift
- Additional day-off for volunteering
- Refer-A-Friend Program
- Flexible working hours & work from home options
- Additional health and life insurance
- MultiSport cards and fitness centers in our Head offices
- Corporate recreational facilities
