Market and Operational Risk Manager

Main responsibilities: control and coordination of Office activity; development of strategy on market and operational risk management; implementation and development of new policies, procedures, NBU Resolution and also laws; communication with NABU, AUB, ACC on improving regulations in part of market and operational risk management; analysis of macroeconomic situation, banking sector dynamic; development of scenarios for stress test; development of Action plans on aligning with NBU economic indicators for NBU; development of recommendations on compliance with limits for NBU economic indicators, OCP limits, NCA, etc; periodical reporting to TOP management, Parent company, ALCO, MB and SB

Main responsibilities in market risk management: VaR calculation for FX riskcalculation of OCP and monitoring of its compliance with internal and NBU limits; development of proposals for securities limits settlement/review, monitoring on compliance with limits; assessment of market price of securities; development, calculation and monitoring of internal liquidity indicators and early warning liquidity indicators; GAP analysis of liquidity with further monitoring of short term liquidity (short term gap ratio) and long term liquidity (structural liquidity); development of contingency liquidity plan; implementation of Basel III Liquidity indicators periodical calculation LCR and NSFR; calculation and monitoring of Interest margin and Shift sensitivity for interest rate risk management; writing of technical requirements on reporting automatization periodical reporting to TOP management, Parent company, ALCO, MB and SB on market risk; participation in development/review of next policies: Liquidity risk management policy, Interest rate risk management policy, Financial portfolio management policy, Risk management policy. Main responsibilities in operational risk management:recording of operational risk events in the Bank, risk controls and measures for risk mitigation;preparation of reports, surveys, presentations on the matters within operational risk management; participation in annual Selfdiagnosis process; participation in the development of policies and procedures for the Bank's operational risks management, and monitoring of their compliance; evaluation of potential operational risk related to new products and processes, development of recommendation on their mitigation. Main responsibilities in NBU economic indicators management: calculation of NBU economic indicators, OCP Limits, monitoring on their compliance with set limits; development of periodical forecast of NBU economic indicators, NCA, ratio of retail clients funds in total liabilities of the Bank; development of stress test policy and methodology, in compliance with NBU recommendation, on capital adequacy (in part of credit, market and operational risks); development of recommendations and action plans on compliance with limits for NBU economic indicators, OCP limits, NCA, etc; participation in capital injection process; preparation of periodical reports to TOP management, Parent company, ALCO, MB and SB; stress test realization on a quarter basis; calculation of obligatory reserves and preparin,corresponding reporting forms to the NBU

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