UniCredit Bank Hungary Zrt. is currently looking for a new colleague for ALM expert position in the Asset-Liability Management Team.
Asset-Liability Management expert
- Continuously monitoring the structural and the short term liquidity situation of the Bank, checking the compliance with internal limits and regulatory requirements (including Basel III ratios);
- Preparing liquidity forecasts and action plans aiming at sufficient liquidity and compliance with the required ratios;
- Managing the short term liquidity on a daily basis (e.g. managing the roll-over of maturing positions, placing orders for FX swaps to cover short positions);
- Supporting Funds Transfer Pricing (FTP) process (including methodological and technical aspects as well);
- Supporting the development of liquidity mapping models, early warning indicator system;
- Regularly updating the contingency funding plan of the Bank;
- Pricing big tickets of loans and deposits individually, calculating breakage costs, prepayment fees;
- Participating in the financial planning process.
- University degree in finance and economics
- 2+ years of relevant professional experience (ALM, Treasury, Market Risk is preferred)
- Fluent English
- High level of MS Excel, Access knowledge
- Programming skills (SAS, SQL) & knowledge over financial software (Bloomberg, Reuters) is an advantage
- Strong analytical and problem solving skills
- Team player attitude
- Ability to work in a team and individually
If you are interested in the position, please send us your application at the following link.