- Entry level
- No Education
- Salary to negotiate
- Sasso Marconi
Key Responsibilities of the ALM Analyst:
Development and maintenance of the ALM/Liquidity set of policies;Prepare reports related to cash management and liquidity position and forecast;Review and validation of input documents used for the Asset Liability Management (ALM) process and margin prediction, including inputs into the model and historical analysis supporting assumptions applied;Ensure, on a monthly basis, the production of ALM and in accordance with the internal policies and monitor liquidity key risk indicators (LCR - NSFR - Laverage etc.) in comparison with the Risk Appetite Framework of the bank;Attend and write minutes at the monthly main ALM/liquidity indicators;Prepare presentations and provide best management action suggestions;Prepare liquidity risk management scenarios including stress test scenarios;Develop a proper IR risk reporting based on sensitivity analysis including the modeling for Non-maturity deposits;Develop necessary Risk Management - related reports supporting the creation of queries and utilizing database management techniques;Develop ad-hoc analysis, as required, in support of the Risk Management function (business case analysis, historical interest rate statistical analysis, etc.);Assist in the preparation of sections of the annual external Financial Statements;Assist in the preparation of sections of the annual ICAAP-ILAAP Resume;Assist in the preparation of the annual budget for net interest income;Support the Risk Management and Treasury functions as required.
Ideal knowledge and experience for the ALM Analyst role:Degree in Engineering or Finance/Economics or Statistics;
ALM/Treasury experience or other relevent experience in financial services is essential;
Understanding and experience with the banking regulatory framework (i.e. ICAAP-ILAAP process, CRR CRD IV etc.);
Aptitude to independently work on projects presenting personal solutions in order to discuss and review them together with the Risk Management Function;
Excellent written and oral communication skills in order to cooperate with the Risk Management function and to challenge senior management if necessary;
Excellent problem solving and decision making abilities;
Very good excel skills.
Our client is a Retail Bank who is looking for a Credit Risk Manager to join the growing business based in Bologna.
Ottima opportunità di carriera.
About the company
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