UniCredit Bank

ALM Analyst

Bucharest, Romania
Not disclosed
23 Nov 2020
23 Dec 2020
Approved employers
Approved employer
Contract type
Full time

ALM Analyst


  • 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


  • 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

Trimite CV-ul tău, prin formularul de mai jos


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