Risk Manager
Risk Manager
City:
Bucuresti
Type of contract:
Unlimited
Discipline:
Risk management
About our team
BCR is the place where you learn, grow, and contribute to shaping the future of banking. We are recognized as a school of excellence in banking, a top employer in the banking sector, and a team open to learning, where every colleague feels noticed and valued.
We are an organization that values people and supports them in having a life that brings fulfillment, security, and balance.
How you will contribute
- Fair valuation measurement and reporting according to IFRS standards: calculation of fair value for IFRS 9 and for disclosure purposes under IFRS 13;
- Maintain and review the regulations of the department with regard to fair valuation concepts and methodology;
- 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).
What will help you be successful
- BSc degree or higher - economic studies;
- Minimum 2 years’ banking experience – former experience in Risk/ALM/Accounting area will be treated as an advantage;
- Medium knowledge of Kondor/ SQL/ MATLAB/ R/ Python – nice to have. If you don’t have it, you will learn here;
- English - medium level;
- 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
- Monthly budget for flexible benefits through the Benefit Online platform;
- 13th month salary;
- Performance-based bonus;
- Banking facilities, benefits for private pension and discounts on insurance policies;
- Gifts for special occasions;
- Vacation allowance;
- Private medical services for you and your family;
- Hybrid and flexible work schedule;
- 1 month / per year of remote work from abroad (UE);
- Up to 27 vacation days depending on your professional experience;
- Extra 7 days off per year if you have used up your vacation days;
- One day off for your birthday;
- Wellbeing, personal and professional development programs, and platforms that allow you to learn anytime, anywhere, and from any device;
- Subscription to Bookster.