Обява
Банка ДСК АД

Senior Market and Liquidity Risk Expert, Sofia
Описание
General duties:
In accordance with business requirements, develops and integrates various rules, methodologies and procedures for measuring and controlling market and liquidity risk, IRRBB and CSRBB as a second line of defence, as well as the Bank’s country/sovereign and counterparty risk. Creates and maintains a database for daily monitoring of market, liquidity, country/sovereign, and counterparty risk.
Develop and maintain core analytics and reports related to the respective inherent to DSK Group (DSK Bank and its subsidiaries) market and liquidity risk exposures (including IRRBB, CSRBB, country and counterparty risk);
Responsible for the methodological and practical implementation of DSK Group market and liquidity risk stress testing frameworks including but not limited to ICAAP, ILAAP etc.;
Analyze and manipulate some of the largest and most diverse financial databases in Bulgaria by means of SQL Management Studio, P/L SQL Developer, SAS, Python and IBM SPSS products;
Methodological support for all ICAAP and ILAAP related models, as well as the coordination for its implementation, validation, reporting;
Ensures Management board, Supervisory Board, Risk Committee, ALCO and other internal and OTP Group governance bodies reporting requirements;
Support data driven decision making by ensuring consistent and focused attention on risk data quality, risk data availability and risk data accessibility for streamlined analysis and reporting;
Establish the relevant data sources to serve forward-looking capital analysis and scenarios impact estimations and validate data governance coverage vs needs.

Initiative-taking monitoring and anticipation of forthcoming regulatory requirements impacting processes, risk appetite and risk profile.
Enhance strategic partnership and efficiency of collaboration within the risk management division;
Requirements:
Proficient technical skills in MS Office. 1+ years of experience with one or more of these tools are considered as a strong advantage: P/L SQL Developer, SAS, SQL Management Studio, SPSS, Matlab, Stata, R or Python;
Data visualization skills, including experience in Power BI/Power
Platforms is considered an advantage;
Critical and combinatorial thinking with focus on details;
Ability to communicate in English at high proficiency level.
3+ years of experience in risk management, statistical analysis or a related field.
Master’s degree in Finance, Statistics, Applied Mathematics or another related field.
Understand the risk environment, monitor evolving risks and trends and propose innovative solutions in the field of financial risk management;
Capabilities of a pro-active, result oriented, team-player, willing to work in a dynamic and challenging environment

DSK Bank offers:
Visibility and important role in a growing team in a successful international bank;
Modern business environment with exciting challenges and work diversity;
Opportunity to get valuable insights and deep understanding of banking industry;
Access to inspired young professionals and senior managers, who can help you learn, have fun and grow your professional skills in an exciting field of the financial industry.

Documents for application:
CV
Изисквания към кандидата
Образование: Бакалавър

Езикови познания:
Английски език

Трудов опит:

Ние предлагаме

Ниво в йерархията:
Експертен персонал без ръководни функции

Категория:
Банково дело
Държава:
България
Населено място:
Гр. София
Адрес:
ул. “Московска” 19, Централно управление
Дата:
30.Януари.2025
Организация:
Банка ДСК АД
Организация:
Фирма/Организация Директно търсеща служители
Детайли за организацията:
Повече информация за Банка ДСК АД може да получите ТУК
Внимание: Некоректни потребители публикуват обяви на импулсни телефони започващи с 0481, 0871, 0881, 0890, 0891, 0900.


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