Liquidity & Funding Analyst

Warszawa, Poland
Ref: R-00100543 Contract: Full Time Posted: 21/01/20 Closes: 28/02/2020

Join us as a Liquidity & Funding Analyst

  • You’ll be influential in maintaining and developing a strong second line of defence across our Treasury function
  • We’ll look to you to manage the engagement with Risk functions to understand their respective requirements and strategic developments and deliver on the business’s responsibilities
  • This is an intellectually challenging role, where you’ll be able to hone your experience of market risk and advance your career

What you'll do

In your new role, you’ll make sure that Treasury activities comply with the bank’s risk appetite and the risk management standards requested by our stakeholders. We’ll look to you to maintain an understanding of a suite of risk metrics, making sure that these can effectively capture the funding and liquidity risk which Treasury manages.

You’ll also be:

  • Keeping up-to-date with the regulatory environment in which the bank operates and helping to assess and implement any changes in the risk management framework
  • Facilitating the articulation of risk appetite and limit frameworks in liaison with first line Treasury functions and governing bodies, at legal entity and divisional level for market risk
  • Focusing on the relevant pricing desks
  • Providing stress testing of relevant portfolios and bespoke stress tests based on market conditions
  • Reviewing and challenge current risk methodologies and portfolio make up

The skills you'll need

We’re looking for someone with experience within a risk function, ideally with exposure to and an understanding of liquidity, capital or market risk practices. You'll need strong analytical skills and proficiency in systems, risk methodologies and measurement techniques and related models. We'll also need you to be able to use appropriate influencing techniques to win active support and commitment to recommendations and proposals.

You’ll also need:

  • A good understanding of financial products
  • The ability to work well under pressure and to tight deadlines
  • Knowledge of risk metrics and value at risk
  • Strong written and verbal communication skills with the ability to clearly communicate liquidity and funding concepts to senior management
  • Strong Excel skills