[BANKA KOMBETARE TREGTARE (BKT)]

DUTIES & RESPONSIBILITIES

• Responsible for preparing country risk assessment process based on internal requirements for new country proposals and in case of periodic review. In case of risk appetite deterioration below the limit it is informed the the Market Risks Department Manager.
• Responsible for preparing the new counterparty and issuers risk assessments and responsible for performing the regular counterparty and issuers review process.
• Responsible for reporting large exposure counterparties based on regulatory requirements. In case of limit exceed it is informed the the Market Risks Department Manager.
• Responsible for monitoring the net open currency positions for individual foreign currencies and gold and the total net position. In case of limit exceed it is informed the the Market Risks Department Manager.
• Responsible for preparing, monitoring and reporting the interest rate risk impact indicators and reports. In case of limit exceed it is informed the the Market Risks Department Manager.
• Calculates and analyses the developments of the defined risk indicators to be presented for the Asset Liabilities Committee and the Board of Directors.
• Responsible for building statistical models using statistical methods for monitoring the securities price risk.
• Responsible for collecting and checking countries and counterparties credit ratings and other relevant information as defined by Bank’s Policies or department needs.
• Responsible for developing and implementing new knowledge in supporting the Department Manager.
• Assumes other responsibilities & routine or special duties associated with the functions of Market Risks Department as demanded by Superior.
• Responsible for monitoring and/or preparing liquidity risks indicators and reports: Maximum Cumulative Outflow and Cumulative Assets and Liabilities Breakdown reports, Highly Liquid Indicators, Liquidity Coverage Ratio, Net Stable Funding Ratio and other relevant indicators. In case of limit exceed it is informed the the Market Risks Department Manager.
• Responsible for preparing the Liquidity Risk report
• Responsible for monitoring the country exposures and preparing country risk assessments based on internal requirements. In case of limit exceed it is informed the the Market Risks Department Manager.
• Responsible for monitoring counterparty exposures, reporting large counterparties based on regulatory requirements and for preparing counterparty assessments. In case of limit exceed it is informed the the Market Risks Department Manager.
• Responsible for monitoring the net open currency positions for individual foreign currencies and gold and the total net position. In case of limit exceed it is informed the the Market Risks Department Manager.
• Responsible for preparing, monitoring and reporting the interest rate risk impact indicators and reports. In case of limit exceed it is informed the the Market Risks Department Manager.
• Responsible for monitoring market prices of fixed income securities, variable income on/off balance sheet securities and speculative open currency positions. In case of limit exceed it is informed the the Market Risks Department Manager.
• Calculates and analyses the developments of the defined risk indicators to be presented for the Asset Liabilities Committee and the Board of Directors.
• Responsible for building statistical models using statistical methods for monitoring the securities price risk.
• Responsible for collecting and checking countries and counterparties credit ratings and other relevant information as defined by Bank’s Policies or department needs.
• Assumes other responsibilities & routine or special duties associated with the functions of Market Risks Department as demanded by Superior.

JOB PROFILE

• To have the provisions required as per regulation of the bank.
• To have minimum 4 years’ experience in Banking.
• To have good knowledge of Microsoft Windows Package.
• To have university degree (preferred finance/ economics or other branches with considerable statistical and mathematical knowledge).
• To have excellent commands of English.

Interested candidates are encouraged to apply through the link https://cv.bkt.com.al/candidate/job_search# or send their CV at humanresources@bkt.com.al until 25.03.2024 by specifying the position they are applying for.

Only shortlisted candidates will be contacted.