Support risk oversight of Market Risk in the Banking Book, including the measuring, identification, reporting and monitoring of Market Risk
Job Summary
Support risk oversight of Market Risk in the Banking Book, including the measuring, identification, reporting and monitoring of Market Risk.
Support work streams related to the ongoing enhancement of the Global Treasury Risk Management process and support the internal capital adequacy assessment process (ICAAP).
We make all efforts to create a great work environment. Our benefits packages are competitive and comprehensive.
Matching Summary
Support risk oversight of Market Risk in the Banking Book, including the measuring, identification, reporting and monitoring of Market Risk.
Salary
Base: zł132,000 Annual; Bonus/Equity: Discretionary annual performance-based awards; Benefits: Gold Medical Package, Premium life insurance, private pension plan, Additional holidays
Skills & Requirements
Must-have
Market Risk in Banking Book
Interest Rate Risk
Credit Spread Risk
Structural FX risk
Pension Risk
QRM framework
behaviouralisation models
Nice-to-have
teamwork and integrity
motivated people
fast-paced, high-energy level environment
independent and critical thinking
unquestionable integrity and ethical standards
Key Requirements
2-4 years of experience in Treasury, ALM or Market Risk