Hozzáadott 1 week ago

Market and Liquidity Risk Analyst

Munkavégzés helyeBUDAPEST, Budapest, Hungary PP Adecco

Foglalkoztatás jellegeSpecialist


KategóriaFinance and Accounting

Market and Liquidity Risk Analyst

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.

The job:

  • 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.

The requirements:

  • 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.

Location: Budapest

If you are interested in the position, please send your CV to our IT expert, László Adrián Spiller, executive consultant: laszlo.spiller@adecco.com or call +36 30 291 3089.

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