• Tirane, ofrohet vend pune Senior Market Risk Specialist

Tirane
Tipi
  1. me orar te plote
Fusha | Profili i punes
  1. Finance-Specialist | Banke / Sigurime
Gjuha
  1. anglisht
Eksperienca
me dhe pa eksperience
Vacancy Announcement

JOB POSITION: Senior Specialist - Market Risk Unit
DEPARTMENT: Risk Department
Position summary:


Senior Specialist of Market Risk Unit at Risk Department is responsible for market risk activities related to risk management reporting for related transactions and also measuring and monitoring portfolio risks.

Job Tasks and Responsibilities:


  • Develop, implement and enhance the market (interest rate risk, foreign exchange risk) and liquidity risk management systems;
  • Monitor FX risk and FX position of the Bank;
  • Measure and monitor exposures (ex-post) of market and liquidity risks with measurement methods in line with UBA Bank standards and Central Bank of Albania regulations;
  • Rgularly report to internal committees of the bank (ALCO committee, Audit Committee), BoD and regulatory bodies (BoA) on UBA Bank’s market and liquidity risks exposure in accordance with UBA Bank’s procedures and BoA regulations;
  • Monitor the country risk whenever assigned according to the policies set forth from Bank;
  • Make use of the market data required for risk analysis and the valuation of the financial assets as per UBA Bank regulations requirements;
  • Propose the UBA Bank’s Risk Appetite through historical analyses and stress test scenarios at bank level in line with UBA Bank standards and BoA regulations;
  • Prepare and participate in historical data risk collection used on Market and Liquidity and Counterparty risks analysis, and limits revision /definition process;
  • Contribute in the yearly Recovery Plan as per BoA requirements and Guidelines;
  • Contribute and coordinate in the yearly stress test scenarios as per BoA requirements and guidelines;
  • Develop the Market/ Financial risk models when required with the support of the risk structure according to Basel 2 regulation and best practices;
  • Prepare the disclosure on the Market Financial risks for the annual statements and Risk annual report;
  • Monitor developments in the regulatory framework and proactively adapt credit risk management process and procedures whenever necessary;

Job requirements:



  • University Degree in Finance Banking, Economic Sciences and related fields
  • More than three years’ experience in similar position
  • Knowledge on the business and banking market
  • Highly detail oriented, organized, and analytical
  • Excellent knowledge on risk analysis techniques
  • Excellent communication and interpersonal skills
  • Organizational, analytical, and problem-solving skills
  • Ability to work in a team
  • Good command of spoken and written English.
  • Very good computer skills.

All the interested candidates should send their CV and Cover Letter at the e-mail address hr@uba.com.al. Kindly note that only the selected candidates will be contacted for an interview.

Deadline for application is 15 October 2023.
 


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