Apply now »

Risk Specialist (Market & Fair Value)

Risk Specialist (Market & Fair Value)

City:  Bucuresti
Type of contract:  Unlimited
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

  • 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

  • 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;
  • Medium 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 »