Jobily
asset liability specialist
About the job
As an Asset Liability Specialist, you will be responsible for assessing the Bank’s assets and liabilities profile.
What you will be doing
Carry out analysis and develops internal assets pricing tools
Analyze and assess balance sheet exposures and related financial risks derived from the Bank’s assets and liabilities structure
Consolidate data and produce monthly liquidity risk and interest rate risk gap reports
Participate in the Funds Transfer Pricing calibration preparation, as well as the monitoring and regular review of the Funds Transfer Pricing Policy
Develop reports on Balance Sheet exposures, risk metrics, simulations and sensitivities, using the ALM system of the Bank and participate in its parametrization update, when necessary
Contribute to projects and presentations related to Balance Sheet analysis
Conduct research related to Balance Sheet structural risks thematics
Participate in the production of reports incorporated in the Asset and Liability Management Committee (ALCo)
Participate in the evaluation of the output of the behavioral analysis on the non-contractual items of the Balance Sheet to determine the liquidity (stability-tenor) and the interest rate sensitivity of these items
What you need to have
Bachelor’s degree in Mathematics, Statistics, Finance or related field
Master’s degree in Engineering, Mathematics, or related field (preferred)
3-5 years of experience in Banking, Asset/Liability Management or related field
Problem-solving and analytical thinking skills
Excellent knowledge of Excel
Proficiency in the use of MS Office
Knowledge of Power BI, VBA and Think-Cell would be an Asset
Excellent command of the English language (both written and spoken)
Knowledge of Moody’s ALM System (RCO Fit+) functionality would be an Asset
What we offer
It’s all about our people. At Alpha Bank, you will enjoy:
A friendly and collaborative working environment that supports taking initiative and action
A culture that centers around learning and continuous development and encourages everyone to bring their best self to work
The opportunity to challenge your thinking through your participation in complex tasks and transformation projects
Being part of a large organization with a leading role in the Greek economy and a strong presence in the community
Flexible working options
A competitive salary and benefits
About the company
Our purpose at Alpha Bank is to enable progress in life and business for a better tomorrow, by integrating finance seamlessly into our customers’ lives. Since 1879, when J.F. Costopoulos founded Alpha Bank, our success is rooted in the relationships of trust we maintain with our customers. Today, we look to the future and aspire to be recognized as a reliable partner that helps businesses evolve and succeed in the green and digital economy, as well as an enabler of inclusive progress for our people, customers and communities. Join us on this journey.
Similar Jobs
asset liability specialist
Alpha Bank
Αθήνα
Αθήνα
On Site
Χρηματοοικονομικά
Permanent
Full Time
About the job
As an Asset Liability Specialist, you will be responsible for assessing the Bank’s assets and liabilities profile.
What you will be doing
Carry out analysis and develops internal assets pricing tools
Analyze and assess balance sheet exposures and related financial risks derived from the Bank’s assets and liabilities structure
Consolidate data and produce monthly liquidity risk and interest rate risk gap reports
Participate in the Funds Transfer Pricing calibration preparation, as well as the monitoring and regular review of the Funds Transfer Pricing Policy
Develop reports on Balance Sheet exposures, risk metrics, simulations and sensitivities, using the ALM system of the Bank and participate in its parametrization update, when necessary
Contribute to projects and presentations related to Balance Sheet analysis
Conduct research related to Balance Sheet structural risks thematics
Participate in the production of reports incorporated in the Asset and Liability Management Committee (ALCo)
Participate in the evaluation of the output of the behavioral analysis on the non-contractual items of the Balance Sheet to determine the liquidity (stability-tenor) and the interest rate sensitivity of these items
What you need to have
Bachelor’s degree in Mathematics, Statistics, Finance or related field
Master’s degree in Engineering, Mathematics, or related field (preferred)
3-5 years of experience in Banking, Asset/Liability Management or related field
Problem-solving and analytical thinking skills
Excellent knowledge of Excel
Proficiency in the use of MS Office
Knowledge of Power BI, VBA and Think-Cell would be an Asset
Excellent command of the English language (both written and spoken)
Knowledge of Moody’s ALM System (RCO Fit+) functionality would be an Asset
What we offer
It’s all about our people. At Alpha Bank, you will enjoy:
A friendly and collaborative working environment that supports taking initiative and action
A culture that centers around learning and continuous development and encourages everyone to bring their best self to work
The opportunity to challenge your thinking through your participation in complex tasks and transformation projects
Being part of a large organization with a leading role in the Greek economy and a strong presence in the community
Flexible working options
A competitive salary and benefits
On Site
Χρηματοοικονομικά
Permanent
Full Time
About the company
Our purpose at Alpha Bank is to enable progress in life and business for a better tomorrow, by integrating finance seamlessly into our customers’ lives. Since 1879, when J.F. Costopoulos founded Alpha Bank, our success is rooted in the relationships of trust we maintain with our customers. Today, we look to the future and aspire to be recognized as a reliable partner that helps businesses evolve and succeed in the green and digital economy, as well as an enabler of inclusive progress for our people, customers and communities. Join us on this journey.