Market Risk Management Expert

Your responsibilities

• Supporting the team in the market risk management process, in particular in the area of capital investments
• Participating in the creation and annual reviews of market risk regulations, including in the area of capital investments
• Monitoring market risk within accepted limits, including capital investments, as well as monitoring and analyzing legal changes in the entire area of market risk
• Creating and developing methods and models used in market risk management, including capital investments, trading book market risk, derivatives, and ESG risk
• Reviewing the financial plan and current proposals regarding the investment of the Bank's funds in terms of their impact on the level of market risk exposure
• Participating in the development of a comprehensive market risk management tool, as well as the opportunity to participate in projects and initiatives implemented in other areas of the Bank, including capital investments and investments related to the implementation of EU and other public funds
• Cooperating with the Bank's substantive units dealing with, among others, the management and valuation of capital investments, asset and liability management, accounting, as well as the treasury transactions area

 

Our requirements

• Minimum 3 years of experience in the area of market risk management, for example in the field of capital investment risk or trading book market risk
• Higher education degree, preferred fields: mathematics, statistics, econometrics, finance, banking, economics
• Knowledge of regulations in the field of market risk management
• Ability to create measures and models used in market risk management
• Knowledge of financial instrument valuation
• Intermediate knowledge of English (B2 level)
• Proficiency in the MS Office suite
• Very good knowledge of VBA, SQL, as well as the ability to navigate database environments
• Interpersonal skills, openness, curiosity about new challenges, and active search for solutions
• Professionalism, responsibility, and independence

 

What we offer:

• Stable employment based on an employment contract
• Hybrid work model (8 days of remote work per month)
• Possibility to use an additional 24 days of occasional remote work
• Attractive bonus system (annual bonus and discretionary bonus)
• Additional remuneration on the occasion of Employee's Day
• Private medical care (LuxMed) including dental care
• MyBenefit cafeteria with co-financing for a sports card (MultiSport)
• Employee Pension Program (PPE)
• Co-financing for postgraduate studies
• Rich wellbeing offer
• Jubilee award

 

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