Strategic Funding Expert, Balance Sheet Management, Finance Division

Job description

• Actively Managing Interest Rate Risk in the Banking Book (IRRBB) IRRBB observing regulatory requirements;
• Initiates and prepares an in-depth analysis for setting the levels of internal funding prices (FTP) to proper steer bank’s balance sheet; Organizes FTP quotations process, ex-post FTP reporting, incl. managerial alpha (ex-ante and ex-post)Assist in the coordination and exchange of experience with the European Financial Centers of UniCredit Group;
• Actively participates in application and analytical work related to behavioral models, developed by Risk function, and executes the replication strategies for managing IRRBB; Advise the business units in the Bank, as well as current and potential clients on European funds and financial instruments;
• Defines based on Group rules the Risk Adjusted Pricing principles for bank’s products; organize preparation of related analysis and reports Regular presentation of the existing and upcoming instruments to the relationship managers/back office and its clients in relation to local programs and EU funds;
• Manage the organization of Assets and Liability Committee sessions;
• Organizes budgeting and planning process on FTP and other IRRBB related positions;
• Manages ALM&CC results; Prepare and verify standard reports and presentations for trends developments and other ad-hoc topics; Lead the preparation and enhancement of internal reports, dashboards, and management information tools.

Help improve reporting efficiency through automation and optimization of processes where applicable.