Market and Operational Risk Unit Supervisor

Responsibilities:

• Methodological support for Liquidity risk management policy, Market risk and interest risk of banking book management policy, Interest Rate Risk Sensitivity Measurement Methodology, Risk & Capital Management Strategy support, etc.
• Preparation of various stress-tests in terms of liquidity stress-tests, LCR modelling, normative ratios stress-tests, survival period stress-test etc.
• Performance of analysis for interest rate GAP, FX positions and VAR, capital adequacy and IRBB, etc.
• Management of Operational risk evaluation process including: risk-self assessment process governance, operational risk reporting (including the preparation of the Bank month operational risk profile);
• Assets and Liabilities Committee overview and data preparation – including Bank Liquidity risk profile, Market and Risk Appetite Statement Limits Control information, stress-testing etc.
• Reporting creation - NSFR report, FI Positions Report, Risk early warning signals report, Operational Risks Severity report, etc.
• Technical support of reports automated performance – automatization using VBA, SQL, PowerQuery, etc.

Qualification skills:

• Higher economic or mathematics degree
• Not less than 5 years in the relevant position
• Upper intermediate English language
• Very strong SQL and VBA, Excel skills
• High communication, presentation and analytical, managing skills.

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