- Skelbimas
- Atlygis/Miestas
- Apie įmonę
We are looking for a strong Senior Analyst interested in financial markets to join Market and Liquidity Risk Department. You will be a part of the team within the 2nd line of defence in the organization which is an independent control and reporting function authorized to verify that Markets and Treasury operate within the set risk appetite and risk strategy.
Market and Liquidity Risk Senior Analyst is expected to contribute on the development and maintenance of market and liquidity risk governance framework, ensuring that all market and liquidity risks are identified, assessed, monitored, tested, and independently reported
Responsibilities:
- Establish regular risk assessment process, proposing risk appetite framework and lower level limits for material risks
- Develop and maintain market and liquidity risk governance, including key methodological principles and supporting documentation
- Propose framework and assumptions for market and liquidity risk stress testing, including reverse stress testing and back-testing
- Prepare ICAAP and ILAAP sections covering governance framework and methodology of controls and measures, including risk quantification methodology
- Ensure independent control of the adherence to risk management policies and procedures
- Analyze and forecast market and liquidity risk
Additionally:
- Perform personal tasks with commitment and according to Luminor values
- Contribute to team and company performance and collaboration
- Take responsibility in professional self-development
Skills and experience:
- Experience in building and maintaining market and liquidity risk management framework
- Good understanding of instruments in financial markets
- Knowledge of regulatory requirements related to market and liquidity risk management (e.g. CRR/CRD, IRRBB management, Stress Testing, ICAAP, ILAAP)
- Good knowledge of MS Excel and MS Access
- Hands-on experience working with large amounts of data
- Higher education in Finance, Economics, Mathematics or similar
- Excellent English language skills (written and verbal)
- Initiative and high-level of responsibility
- Constructive response to challenges
- Result-oriented and self-motivated
Why Luminor? What we can offer you:
- Dynamic and international working environment that is filled with interesting challenges and opportunities to innovate, as we build a bank together
- Varied opportunities to support your professional and personal development and growth
- A competitive benefits package in addition to your salary
- An additional benefits package for employees after 1 year in the company, which includes additional days of vacation
- A collaborative and supportive team where you can create and implement ideas
- A salary range for this position at 2500-3700 EUR (Gross), which is to be determined depending on the level of experience and competencies of the selected candidate
Application deadline is 24th of October
In case of questions please feel free to contact: hiring manager Uldis.Buss@luminorgroup.com
Papildoma informacija: A salary range for this position at 2500-3700 EUR (Gross*), which is to be determined depending on the level of experience and competencies of the selected candidate
Vietovė
- Vilnius, Vilniaus apskritis, Lietuva
Laikas
- Visa darbo diena
Merili Aaloe
+3725155906
„Luminor“ istorija
Laikais, kai pokytis yra vienintelis pastovus dalykas, buvo sukurtas „Luminor“ – šiuolaikiškas naujos kartos bankas ir finansinių paslaugų teikėjas Lietuvoje, Latvijoje ir Estijoje. Siekiame viską supaprastinti, kad jums būtų lengviau. Mūsų smalsumas įkvepia keistis vardan geresnės ateities. Esame čia, kad padėtume vietos įmonėms ir finansiškai aktyviems, versliems žmonėms. Sujungėme turtingą pirmaujančių Šiaurės šalių bankų „Nordea“ ir DNB patirtį ir gerą vietos rinkos bei klientų poreikių supratimą. Siekiame aptarnauti visas klientų...