St. Specjalista / St. Specjalistka ds. Ryzyka - Millennium Bank Hipoteczny S.A.
Core
Managing liquidity and interest rate risk (IRRBB) exposure, regulatory reporting, and stress testing for a mortgage bank's book.
Role type
Senior IC risk analyst (liquidity & IRRBB)
Builds
Daily, monthly, and quarterly risk reports and regulatory filings for the National Bank and Financial Supervision Authority.
Domain
Banking (mortgage) + Financial Risk
Deliverable
dashboards & analysis
Required skills
Excel, data analysis, regulatory reporting, financial modeling, stakeholder communication
Preferred skills
SQL, LCR, NSFR, IRRBB, stress testing, internal control frameworks
Responsibilities
Define and monitor liquidity and interest rate risk exposure; Prepare regulatory reports for NBP and KNF; Develop and maintain risk reporting tools; Participate in ALM committee materials preparation; Collaborate with Group units on risk management.
Seniority
Mid-Senior, hands-on IC
