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Description
Luminor Group
This is the time full of new opportunities and chances to stand up and bring out the best in you!
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 31st of January
In case of questions please feel free to contact: hiring manager Uldis.Buss@luminorgroup.com or HR partner vikante.rackauskaite@luminorgroup.com.
Vietovė
- Vilnius, Vilniaus apskritis, Lietuva
Konstitucijos pr. 21a, 09306, Vilnius
Laikas
- Visa darbo diena
Vikantė Račkauskaitė
The Baltics are a special land, where people share common values, are connected by similar drive and vision. People like this deserve their own bank that is like the Baltics themselves – dynamic, agile, and forward-looking. Independent, but stronger for being together. It is our privilege to be that bank!
We want to make a difference and have a voice in society, to shape the economic environment with the future in mind, and to contribute to our home region. We know the local people and businesses and we want to be the preferred partner in financial matters for our customers. We will do that by being accessible, fast and predictable.
Being pan-Baltic gives us the size and the strength to make a real difference, while still being a local bank. Although we have Nordic roots, we were born here, and we make our decisions here. We combine global knowledge with local expertise.
Luminor is the third-largest provider of financial services in the Baltics, with some 870 000 clients and 2 300 employees. In the Baltic region, it has a market share of 14.9% in deposits and 16.9% in lending as at the end of March 2021. Luminor has total shareholders’ equity of 1.7 billion EUR and a CET1 ratio of 23.4%.
Luminor has a strong and capable team that is committed to achieving our strategic objectives. We are dedicated to supporting sustainable growth in the Baltic region by providing a long-term commitment to businesses and individuals.