 |
|
UniCredit Bank (PJSC Ukrsotsbank) is looking for a Head of Trading Book & Counterparty Risk Section (CRO Division)
Requirements:
- higher economic or technical education,
- Previous experience in Banking (Market Risk Management, Treasury),
- Advanced English
- advanced PC user (MS Office 2003/2007/2010, VBA for MS Excel and MS Access; knowledge of SQL is advisable),
- knowledge of ReutersXtra3000 and PowerPlusPro.
Professional Skills:
- knowledge of market risk evaluation methodologies, methods and models for evaluation of financial instruments,
- deep understanding of specificities of Ukrainian and international financial markets, features of Ukrainian financial instruments,
- knowledge of Ukrainian legislation and NBU´s regulations as well as Basel II and Basel III requirements.
Personal traits:
- high responsibility,
- orderliness,
- result orientation,
- initiative,
- self-dependence in task performance,
- analytical skills.
Official duties:
- monitoring of Treasury positions and market conformity checking of Treasury deals,
- evaluation and analysis of Trading Book market risks (including stress testing) and counterparty risks, report preparation for the risk-taking functions, the Bank´s governing bodies and the parent company,
- monitoring of market risk limits (VaR, CPV, BPV etc.) as well as issuer and counterparty limits, evaluation of requests for changes in market risk limits,
- evaluation of securities and derivatives in accordance with IFRS including model development and verification,
- revaluation of the Bank´s securities portfolio according to LAS (NBU methodology) and IFRS,
- implementation, maintenance and using of the parent company´s IT systems that used for market risk analysis and preparation of related reports (including data reconciliation and model backtesting),
- risk evaluation for new financial market products and single Trading deal approvals.
- preparation of the analytical overviews of the financial markets,
- development, updating and implementation of risk management policies, processes, methods, systems and instruments for trading book market risk and treasury counterparty risk based on related regulations and systems of the parent company.
|
|
