Tirane, ofrohet vend pune Specialist - Market Risks Department
Tirane
Tipi
me orar te plote
Fusha | Profili i punes
Finance-Banke | Sigurime
Përshkrimi
Specialist - Market Risks Department
Detyrat
Monitor and report related parties and large exposures in accordance with regulatory requirements; promptly escalate any limit breaches to the Market Risk Department Manager / Assistant Manager.
Support the calculation, monitoring, and reporting of key liquidity and capital indicators (LCR, NSFR, DLR, CAR, etc).
Assist in monitoring capital adequacy and analyzing capital consumption driven by asset growth or changes in risk-weighted assets (RWA).
Assist in the preparation and reporting of Interest Rate Risk in the Banking Book (IRRBB) metrics.
Contribute to the execution of stress testing exercises for liquidity risk and interest rate risk.
Analyze trends in risk indicators and prepare periodic reports for ALCO and Risk Committee.
Support the implementation of ICLAAP and Recovery Planning processes.
Assist in the development and maintenance of statistical models for monitoring securities price risk.
Perform data quality checks and ensure accuracy and consistency of inputs used in reporting.
Carry out additional operational or ad hoc tasks as assigned by the Department Manager / Assistant Manager.
Kualifikimet
To have the provisions required as per regulation of the bank.
To have minimum 2 years of experience in Banking.
To have successfully passed the written examination.
To have good knowledge of PC.
To have university degree (preferred finance/ economics or other branches with considerable statistical and mathematical knowledge).
