Asset Liability Specialist

At Alpha Bank we are shaping the future of banking in Greece.

Through our large-scale Transformation Program, we are changing the way we operate, the way we deliver results and the way we service our Customers.

• We understand our Customers’ needs and design experiences around them.
• We work in partnership and invite diversity of skills and perspectives.
• We are forward-thinking and drive continuous improvement.
• We make things happen; we execute quickly and focus on what is essential.

If you are a change enthusiast who sets ambitious goals and works with a sense of purpose, we want to get to know you!

Join our team #AlphaBank

#WeAreAlpha #EnablingProgress #AlphaCulture #ValuesThatLead #OneTeamOnePurpose Purpose As an Asset Liability Specialist, you will be responsible for assessing the Bank’s assets and liabilities profile.

What You Will Be Doing

• Carry out analysis and develops internal assets pricing tools
• Analyze and assess balance sheet exposures and related financial risks derived from the Bank’s assets and liabilities structure
• Consolidate data and produce monthly liquidity risk and interest rate risk gap reports
• Participate in the Funds Transfer Pricing calibration preparation, as well as the monitoring and regular review of the Funds Transfer Pricing Policy
• Develop reports on Balance Sheet exposures, risk metrics, simulations and sensitivities, using the ALM system of the Bank and participate in its parametrization update, when necessary
• Contribute to projects and presentations related to Balance Sheet analysis
• Conduct research related to Balance Sheet structural risks thematics
• Participate in the production of reports incorporated in the Asset and Liability Management Committee (ALCo)
• Participate in the evaluation of the output of the behavioral analysis on the non-contractual items of the Balance Sheet to determine the liquidity (stability-tenor) and the interest rate sensitivity of these items

What You Need To Have

• Bachelor’s degree in Mathematics, Statistics, Finance or related field
• Master’s degree in Engineering, Mathematics, or related field (preferred)
• 3-5 years of experience in Banking, Asset/Liability Management or related field
• Problem-solving and analytical thinking skills
• Excellent knowledge of Excel
• Proficiency in the use of MS Office
• Knowledge of Power BI, VBA and Think-Cell would be an Asset
• Excellent command of the English language (both written and spoken)
• Knowledge of Moody’s ALM System (RCO Fit+) functionality would be an Asset

What We Offer It’s all about our people. At Alpha Bank, you will enjoy:

• A friendly and collaborative working environment that supports taking initiative and action
• A culture that centers around learning and continuous development and encourages everyone to bring their best self to work
• The opportunity to challenge your thinking through your participation in complex tasks and transformation projects
• Being part of a large organization with a leading role in the Greek economy and a strong presence in the community
• Flexible working options
• A competitive salary and benefits

All applications will be acknowledged and treated in utmost confidence.