Banking Book Management Expert (ALM) (m/f/d)

Job Summary

We are looking for a senior colleague to support the Banking Book Management team with the expertise in:
- Liquidity and Interest Rate Risk Behavioral Modeling
- Management of the regulatory liquidity of the banking group

Strong knowledge in at least one of the two areas above is required.
Knowledge of Funds Transfer Pricing and Product Pricing frameworks would be a plus.

Your Tasks and Responsibilities

Liquidity and Interest Rate Risk Behavioral Modeling Framework: concept definition, development and maintenance of behavioral models for all banking group entities for the purposes of liquidity management, IRRBB management and product pricing/steering (ALM and Risk areas). Ensuring compliance with respective regulatory requirements. Support internal decision-making and balance sheet steering via product portfolio behavior analysis.
Management of the LCR and NSFR of the banking group: ensuring regulatory compliance with the respective liquidity ratios by calculating, forecasting and steering. Develop recommendations for active balance sheet management including liquidity buffer and product portfolios steering.
Leading Regulatory compliance initiatives with regards to liquidity and balance sheet management. Coordination of internal projects and initiatives and/or providing expertise to major bank projects. Contribution to the ILAAP SREP process.
Expert knowledge sharing across the SBEU Group: conducting workshops and trainings for various audiences (Business departments, ALM, Risk management, etc.)

Your Profile

University degree in economics, finance, applied mathematics or similar. Any ALM/Treasury-relevant or Liquidity Risk/Market Risk post-graduate education and/or training considered a plus
5+ years of relevant work experience.
Extensive knowledge of European Regulatory framework in the area of Liquidity management and IRRBB management and/or Expert behavioral modeling skills with regards to different parts of the bank's balance sheet (liquidity, funding cost and IRR modeling).
English is a must, other CEE languages are welcomed
Proficiency in MS Office and data management tools (knowledge of SQL is required), knowledge of VBA and R is required.
Knowledge of OneSumX ALM or other similar cash flow engines is recommended.
Base knowledge of Bloomberg/Reuters, front or back office banking systems, internal MIS systems
Knowledge of regulatory reporting systems (related to liquidity and/or IRR management) would be a plus

Your Chance

Being part of a highly international environment
Professional development (incl. job rotation) within the largest CEE banking group
Extensive array of corporate benefits & social events

Annual Gross salary starting from 60.000 according to the collective bargaining agreement (additional salary can be defined based on individual experience and skills). The position can be filled as soon as possible.