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Junior Liquidity Risk Specialist

Junior Liquidity Risk Specialist

City:  Bucuresti
Type of contract:  Limited
Discipline:  Risk management

About our team

We are the ones who reinvent banking every day through digitization solutions and financial education. Annually, 1 in 5 Romanians buy a home using BCR's services and products, and 1 in 6 Romanians access loans for personal needs. We are the team that supports growth and financial health through technology and makes it possible for over 500,000 accounts to be opened digitally.

How you will contribute

  • Compute, analyze and monitor specific liquidity risk indicators (LCR, NSFR, ALMM) and limits, and draw up regular market and liquidity risk reports, observing the terms stipulated in NBR and internal regulations. Prepare monthly syntheses on the evolution of the indicators monitored.
  • Report analyses on liquidity and funding positions to relevant steering and management committees.
  • Analyze liquidity resolution requirements, market-wide literature and empirical studies on banking crises and support the maintenance of resolution related liquidity risk activities
  • Elaborate the internal regulations of the department and participate in the defining of procedures, strategies and risk policies of the division.
  • Run budget, stress test and ad-hoc analyses on liquidity and financing needs under various scenarios.
  • Elaborate daily statuses on liquidity risk for the bank and monitor liquidity positions received from BCR subsidiaries.
  • Pre-approve internal liquidity risk regulations elaborated by subsidiaries, observing internal and regulatory standards and the regulations issued in this domain.
  • Offer business support for IT implementation of liquidity risk related processes.

What will help you be successful

  • Curious, self-motivated and a team player
  • University degree in Economics/Fianance/Mathematics/Statistics/Computer Sciences
  • General knowledge regarding the banking products and services or IT knowledge specific to the activities requiring data analysis (SQL, Excel, Python)
  • Specific market and liquidity risk management knowledge is considered a plus
  • English knowledge – advanced
  • Knowledge of NBR and EBA regulations on the monitoring and mitigation of significant risks in the unfolding of banking activities is considered a plus

Check out what we provide for our people

  • 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.

 

This role is currently vacant on a 2 year fixed term.

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