Asset Liability Specialist
ΑΘΗΝΑ, GR
At Alpha Bank we are shaping the future of banking in Greece.
Through our large-scale Transformation Program, we are changing the way we operate, the way we deliver results and the way we service our Customers.
- We understand our Customers’ needs and design experiences around them.
- We work in partnership and invite diversity of skills and perspectives.
- We are forward-thinking and drive continuous improvement.
- We make things happen; we execute quickly and focus on what is essential.
If you are a change enthusiast who sets ambitious goals and works with a sense of purpose, we want to get to know you!
Join our team #AlphaBank
#WeAreAlpha #EnablingProgress #AlphaCulture #ValuesThatLead #OneTeamOnePurpose
Purpose
As an Asset Liability Specialist, you will be responsible for assessing the Bank’s assets and liabilities profile.
What you will be doing
- Carry out analysis and develops internal assets pricing tools
- Analyze and assess balance sheet exposures and related financial risks derived from the Bank’s assets and liabilities structure
- Consolidate data and produce monthly liquidity risk and interest rate risk gap reports
- Participate in the Funds Transfer Pricing calibration preparation, as well as the monitoring and regular review of the Funds Transfer Pricing Policy
- Develop reports on Balance Sheet exposures, risk metrics, simulations and sensitivities, using the ALM system of the Bank and participate in its parametrization update, when necessary
- Contribute to projects and presentations related to Balance Sheet analysis
- Conduct research related to Balance Sheet structural risks thematics
- Participate in the production of reports incorporated in the Asset and Liability Management Committee (ALCo)
- Participate in the evaluation of the output of the behavioral analysis on the non-contractual items of the Balance Sheet to determine the liquidity (stability-tenor) and the interest rate sensitivity of these items
What you need to have
- Bachelor’s degree in Mathematics, Statistics, Finance or related field
- Master’s degree in Engineering, Mathematics, or related field (preferred)
- 3-5 years of experience in Banking, Asset/Liability Management or related field
- Problem-solving and analytical thinking skills
- Excellent knowledge of Excel
- Proficiency in the use of MS Office
- Knowledge of Power BI, VBA and Think-Cell would be an Asset
- Excellent command of the English language (both written and spoken)
- Knowledge of Moody’s ALM System (RCO Fit+) functionality would be an Asset
What we offer
It’s all about our people. At Alpha Bank, you will enjoy:
- A friendly and collaborative working environment that supports taking initiative and action
- A culture that centers around learning and continuous development and encourages everyone to bring their best self to work
- The opportunity to challenge your thinking through your participation in complex tasks and transformation projects
- Being part of a large organization with a leading role in the Greek economy and a strong presence in the community
- Flexible working options
- A competitive salary and benefits
All applications will be acknowledged and treated in utmost confidence.