The Customer Behavioural Risk team owns behavioural risk and replication models used for measuring and managing interest rate and liquidity risks in commercial books
Job Summary
The Customer Behavioural Risk team owns behavioural risk and replication models used for measuring and managing interest rate and liquidity risks in commercial books.
The role offers significant responsibility and the opportunity to maximize personal potential within a dynamic international corporate setting.
Benefits include 25-28 vacation days, a pension scheme, 13th month salary, 8% holiday payment, and hybrid working.
Matching Summary
The Customer Behavioural Risk team owns behavioural risk and replication models used for measuring and managing interest rate and liquidity risks in commercial books.
Skills & Requirements
Must-have
Quantitative background
Market risk knowledge
Interest rate risk
Liquidity risk
FX risk
Python and Power BI proficiency
English proficiency
Nice-to-have
Curiosity and quick mastery
Pragmatic problem solver
Team player
Cultural sensitivity
Conflict resolution
Informal working environment
Key Requirements
Academic education in economics, econometrics, or quantitative specialization