asset liability specialist

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