The Market & Liquidity Risk Officer will implement the Market and Liquidity procedures, will perform stress and scenario analysis, will monitor and review the market and liquidity positions and will participate in the preparation of specific reports.
The Market & Liquidity Risk Officer will report directly to the Head of Risk Management Division.
• Implement the Market and Liquidity procedures according to NBR and EBA regulations
• Participates in the Mark to Market (MtM) valuation of the Bonds and Derivatives portfolio
• Implement stress and scenario analysis, including VaR, related to the Market, IRR and Liquidity risks
• Monitors the market, IRR and liquidity positions and ensures the conformity with the setup limits
• Reviewing market risk positions, particularly under potential risk scenarios, and raise challenges to the desk if necessary
• Participates in the preparation of the IRRBB, LCR, NSFR, ALMM and ICAAP/ILAAP reports
• Drafting supporting materials regarding the evolution of above-mentioned risks for management information and relevant committees
The successful candidate will have the following professional profile:
Abilities and competencies: