Market risk analyst

Job title:

Market risk analyst

Company:

UniCredit

Job description

General InformationJob ID34072CompanyUniCredit Bank Hungary Zrt.Competence LineRisk ManagementCountryHungaryCityBudapestJob TypeProfessionalFunctional areaRisk ManagementWorking time modelFull-timeType of contractFull-time ContractContactunicreditjob@unicreditgroup.huThe position offers comprehensive insight into fast growing field of Market and Liquidity Risk management in a multinational and highly professional commercial bank. Ideal for highly skilled colleagues aiming to deepen knowledge in details and enhance understanding the big picture.This is good opportunity to become a member of a dynamic team in a truly international working environment based in the center of Budapest. Working for UniCredit Group you will have the chance to work on group projects and assignments with the headquarters in Milan.The Bank provides established learning and development opportunities to foster via long-term career plan.What you’ll be doing

• Overviewing, analyzing and forecasting market risk metrics for the Trading and Banking Book.
• Supporting capital calculation under both Pillar 1 and Pillar 2 (ICAAP)
• Monitoring short term and structural liquidity position
• Performing second level control on liquidity risks, safeguarding methodology for liquidity metrics, LCR and NSFR.
• Developing market and liquidity risk reporting and monitoring tools
• Ensuring limit compliance, participating in limit review and defining risk appetite framework in line with group strategy
• Following up on new regulatory requests and group policy expectations
• Performing hedge accounting effectiveness test
• Preparing management report and strategic decision making materials for senior management
• Participate in projects designed to integrate risk monitoring systems across the Group
• Strong collaboration with ALM/Treasury

What you’ll need to succeed

• University degree in finance, economics (M.Sc.)
• At least 3 years relevant experience in Risk Management, ALM or Treasury
• Outstanding analytical and numerical skills
• Understanding of derivative products, financial markets, banking sector and monetary policies
• Strong IT skills: Excel, VBA, Access, Database language (SAS, SQL)
• Precision, proactivity and team player attitude
• Familiarity with Bloomberg, Reuters, Murex is an advantage
• Excellent command of English

What you’ll get in return

• Bonus depending on performance,
• Cafeteria,
• Well-being services,
• Private health insurance service for all our colleagues after the end of the probationary period,
• Training,
• Extra day off,
• Working remotely in accordance with internal regulations.

About UniCredit GroupUniCredit is a pan-European Commercial Bank with a unique service offering in Italy, Germany, Central and Eastern Europe. Our purpose is to empower communities to progress, delivering the best-in-class for all stakeholders, unlocking a better tomorrow for our clients and our people across Europe. We serve over 15 million customers worldwide. They are at the heart of what we do in all our markets. Digitalisation and our commitment to ESG principles are key enablers for our service. They help us deliver excellence to our stakeholders and creating a sustainable future for our clients, our communities and our people. We are an equal opportunity employer. We stand together in nurturing a workplace that welcomes diverse thinking and inclusive behaviors. Making all voices heard and leveraging “diversity of thought” regardless of gender identity, age, race, ethnicity, sexual orientation, ability, cultural background, we ensure sustainable growth and new business opportunities, a strong drive for innovation and creativity, as well as a general improvement of the work climate with positive impact on productivity, well-being and engagement of our people.

Expected salary

Location

Budapest

Job date

Sat, 08 Mar 2025 01:47:11 GMT

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