UniCredit Bank

ALM Analyst

Location
Bucharest, Romania
Salary
Not disclosed
Posted
23 Nov 2020
Closes
23 Dec 2020
Approved employers
Approved employer
Contract type
Permanent
Hours
Full time

ALM Analyst

Role:

  • Balance sheet management, liquidity management and financial planning
  • Monitoring and managing liquidity risk and interest rate risk in the banking book
  • Performing and challenging financial risk analyses, modelling and assesment
  • Management of the bond portfolio and of replication portfolios

Responsibilities:

  • Monitoring the evolution of the liquidity position (uses & sources) and of the regulatory & managerial liquidity, interest rate and balance sheet metrics
  • Forecasting the liquidity position, balance sheet and indicators (ad-hoc /intra-month, as well as monthly & yearly during the financial planning processes)
  • Proposing and implementing tactical and structural steering actions for liquidity management (in collaboration with Treasury)
  • Managerial liquidity reporting (e.g. intra-period LCR, NSFR, Quick ratio, Operative Maturity Ladder, Structural liquidity indicators) for internal purposes (leveraging on automatic group-wide liquidity tool)
  • Carrying out first level controls aimed at verifying the data quality and trend control for liquidity indicators and ensuring the consistency between managerial and regulatory reporting
  • Involvement in the liquidity tool upgrade/maintenance process (new metrics implementation/technical developments, including UAT)
  • Contributing to RAF & managerial liquidity & interest rate targets/triggers/limits proposal/setting/review, ILAAP, procedural liquidity framework implementation
  • Performing analyses, reports, simulations, presentations as per managerial and/or regulatory requirements (including ALCO presentation)
  • Working with large data sets and software packages to manipulate data and extract insights

Experience & Skills:

  • Bachelor or Master degree in Mathematics, Econometrics, Finance, Economics or similar
  • CFA/ACI/FRM/ACCA or similar professional certifications is preferred
  • Experience in a banking or financial environment; specific banking experience with ALM, Interest Rate & Liquidity Risk Management, Financial Planning is preferred
  • Good understanding of financial markets and products
  • Advanced verbal and written communication skills in English
  • Solid knowledge of MS Office (Excel, Power Point, Word); good knowledge of BI tools, SQL, VBA, Python, SAS Enterprise, Bloomberg, Reuters, Murex, AS400 is a plus
  • Strong analytical skills, ability to create, challenge and improve ALM related analyses and techniques
  • Pro-active attitude, willingness to learn new things and drive to continuously work for improvement

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