Distribuie posturile
Aplică acum »

Market and Liquidity Risk Specialist

Market and Liquidity Risk Specialist

Localitate:  Bucuresti
Durata Contract:  Nedeterminat
Domeniu:  Managementul Riscului
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 Task
  • Fair valuation measurement and reporting according to IFRS standards: calculation of fair value for IFRS 9 and for disclosure purposes under IFRS 13;
  • Pricing and present value methodology for financial instruments: mark to market, mark to model/benchmark methodology;
  • Regulatory prudent valuation reporting for additional valuation adjustments;
  • Market risk capital requirement calculation, according to both standard approach and internal models;
  • Engagement in Group wide risk projects for CRR 2;
  • Counterparty Credit Risk capital requirement calculation under the CRR 2 framework (SA-CCR).
Your Profile
  • <span style="font-family:"Arial","sans-serif"">Economic studies;
  • <span style="font-family:"Arial","sans-serif"">Minimum 2 years’ banking experience – former experience in Risk/ALM/Accounting area will be treated as an advantage;
  • <span style="font-family:"Arial","sans-serif"">Medium knowledge of Kondor/ SQL/ MATLAB/ R/ Python – nice to have. If you don’t have it, you will learn here;
  • <span style="font-family:"Arial","sans-serif"">Medium knowledge of English;
  • <span style="font-family:"Arial","sans-serif"">If you are accountable, a real team-player willing to learn and if you do your job with passion.
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.

Aplică acum »