Market and Liquidity Risk Specialist

About Our Team:

We are more than 6000 people at BCR and each and every one of us is different. We like to believe that our diversity of ideas, attitudes, passions, feelings and origins make our culture more beautiful and our jobs more meaningful.

Your Tasks:

• Liquidity risk calculations, such as: liquidity coverage ratio, net stable funding ratio, concentration indices;
• Interest rate risk calculation;
• Collaboration with the ALM department for assuring that the liquidity stays within the established risk limits;
• Draw up liquidity and interest rate risk reports for RNB and Erste Group;
• Market risk capital requirement calculation, according to both standard approach and internal models.

Your Background:

• Economic studies;
• Minimum 2 years’ banking experience – former experience in risk/ALM area will be treated as an advantage;
• Medium knowledge of MATLAB/ R/ Python/ SQL – nice to have. If you don’t have it, you will learn here;
• Full professional proficiency in English.

Our Offer:

• The opportunity to develop yourself in one of the most important banking institutions from Central and Eastern Europe;

• Flexible working schedule and work from home policy;
• Accessible & modern head offices in Grozavesti Area (For the time being, due to Covid-19 situation, most of us work from home);
• Private medical insurance;
• Up to 27 vacation days depending on your years of experience;
• Days off for unexpected events;
• Free day on your birthday;
• Banking and private pension benefits;
• Flexible benefit plan through Benefit online platform.

For more information and to apply, please visit our website via the apply button below.