ALM Business Analyst @ Antal Sp. z.o.o. 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 equalsthat the process of replication and security,
• 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!