Liquidity &IRRBB Risk Analyst

  • Competitive with the market
  • Milan, Lombardie, Italie
  • CDI, Plein-temps
  • Mediobanca
  • 16 janv. 18 2018-01-16

Risk Management Group works closely with our business partners to manage the bank’s risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities. To manage risk effectively and run a successful business. The Liquidity & IRRBB Risk Analyst ensures that appropriate measures are in place to effectively and optimally measure, model, analyze and interpret changes to the company’s liquidity risk profile. The position will also control exposures against policies and limits using the bank’s Liquidity & IRRBB Risk Policy.

Responsibilities

  • Formulate liquidity risk policies, governance, and measurement methodologies
  • Review internal liquidity risk limits and monitoring structure
  • Develop and review liquidity risk models and assumptions
  • Provide analysis and prepare management reports on liquidity risk exposures, including both internal and regulatory measures such as LCR/NSFR/Liquidity Stress Test/Liquidity GAP
  • Review internal liquidity risk limits and monitoring structure
  • Regulatory and Risk Committee Support documentation
  • Support risk committees in understanding the implications of regulatory rules
  • Provide advisory to business and other support units on liquidity risk matters
  • Risk Analysis and Control for Business Units    
  • Ensure timely escalation of material risks, issues and vulnerabilities to relevant authorities
  • Support infrastructure and other ad-hoc projects

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Requirements

 

  • Degree in Accountancy, Finance, Statistics or any relevant field
  • Basic knowledge of liquidity management methodologies and regulatory requirements (including LCR and NSFR)
  • Understanding of liquidity risk and interest rate risk matters;
  • Basic knowledge of accounting principles;  
  • Solid working knowledge of micro and macro-economic fundamentals;
  • Good knowledge of principal financial instruments;
  • At least 1 years of experience in Liquidity Risk or Mangement departmnets
  • Advanced level proficiency with Microsoft Excel, VBA, SQL

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