Market Risk Specialist
1 miesiąc temu
Join our Global ALM Team as a Market Risk Specialist. We're looking for a talented individual to help us build and improve our SOT reporting solution for IRRBB measures.
You will:
- analyze complex ALM data to identify trends and insights,
- develop and maintain Python-based data pipelines and reporting tools,
- collaborate with various stakeholders to understand their needs and deliver solutions,
- ensure compliance with regulatory requirements, such as ECB and EBA;
What You'll Need:
- strong Python programming skills, SQL, and data visualization tools,
- and experience in financial risk management, particularly ALM,
- excellent communication, problem-solving, and teamwork skills,
- Master's degree in a quantitative field (e.g., econometrics, mathematics, statistics);
Nice to have:
- familiarity with regulatory technical standards for IRRBB supervisory outlier tests,
- experience with SQL, Power BI, or similar tools,
- IT affinity,
- Certificates: FRM, PRM, CQF,
- experience in Agile (Scrum) methodologies.
What We Offer:
- work on complex, real-world problems,
- collaboration with a dynamic and supportive team,
- opportunities to learn and develop new skills.
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