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Risk Manager (Market&Liquidity)

Risk Manager (Market&Liquidity)

City:  Bucuresti
Contract duration:  Unlimited
Discipline:  Risk management

About our team

We are more than 5000 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.

How you will contribute

  • Regulatory and internal valuation calculations for the Banking Book portfolio: Market Value of Equity, Economic Value of Equity, BP01, CR01;
  • Reporting on interest rate risk in the banking book to ALCO and external stakeholders;
  • Collaborating with Bank and Group units on model development, recalibration and closing of validation findings for behavioral modeling of non -maturity products and internal baking book Value at Risk calculations;
  • Performing stress testing calculations for interest rate risk in the banking book;
  • Pricing and present value methodology for financial instruments: mark to market, mark to model/benchmark methodology;
  • Business support for IT implementation of market risk related processes;
  • Engagement in Group wide risk projects for Baking Book architecture;

What will help you be successful

  • Economic studies;
  • Minimum 3 years’ banking experience – former experience in Risk/ALM/Accounting area will be treated as an advantage;
  • Knowledge of SQL is a must;
  • Medium knowledge of Kondor/MATLAB/ R/ Python – nice to have. If you don’t have it, you will learn here;
  • Advanced knowledge of English;
  • If you are accountable, a real team-player willing to learn and if you do your job with passion;

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.

Apply now »