ALM Business Analyst in Antal Sp.z.o.o.

Asset and Liability Management Analyst

About the team:

• International project team consisting of approximately 90 international ALM specialists
• Working in the Agile methodology in ALM project teams , consisting of market risk managers, TECH developers, ALM data experts, ALM business analysts, QRM experts,
• The ALM project team is divided into smaller teams. You will work as a Business Analyst in the ALM services team. This team is responsible for supporting local risk managers. The team works with QRM (Quantitative Risk Management – ​​an ALM tool) to deliver analysis with a focus on IRRBB. This mainly involves balance sheet forecasting and financial valuation based on various behavioral assumptions and interest rate scenarios. We also support the replication and security process,
• The development of this ALM platform has been a priority as one of the most important strategic goals of the organization.

If you are interested in this role and you think it is the perfect place for you - send your application! 

We are looking for you if:

• You have knowledge of risk management methodology,
• You are able to break down NPV and NII measures into risk factors,
• You have experience in ALM and/or interest rate risk management (IRRBB),
• You have worked in the financial sector (bank or insurance company),
• You are communicative and you enjoy collaborating with stakeholders such as data teams, UAT, modelers and market risk managers,
• You are a team player,
• You solve problems,
• You enjoy working in an international team and environment,
• You are proactive and willing to learn.
• Knowledge of English at B2 level.

Bonus points for:

• Knowledge of ALM software (e.g. QRM, Fusion Risk, OneSumX, Moody's Analytics), < /li>
• Knowledge of modeling banking products (mortgage loans, savings, current accounts),
• Experience in working with SQL,
• Interest in IT,
< li> Master's degree in econometrics, mathematics, economics or similar fields,
• Experience working in Agile (Scrum).

Asset and Liability Management Analyst

About the team:

• International project team consisting of approximately 90 international ALM specialists
• Work in the Agile methodology in ALM project teams consisting of market risk managers, TECH developers, ALM data experts, ALM business analysts, QRM experts,
• The ALM project team is divided into smaller teams. You will work as a Business Analyst in the ALM services team. This team is responsible for supporting local risk managers. The team works with QRM (Quantitative Risk Management – ​​an ALM tool) to deliver analysis with a focus on IRRBB. This mainly involves balance sheet forecasting and financial valuation based on various behavioral assumptions and interest rate scenarios. We support eqthan the replication and security process,
• The development of this ALM platform has been prioritized as one of the most important strategic goals of the organization.

If you are interested in this role and you think it is the perfect place for you - send your application!