Кариери

Всеки търси служители, ние търсим хора

Senior Market and Liquidity Risk Expert, Sofia

Head office

Sofia, valid to 18.08.2025

General duties:

In accordance with business requirements, develops and integrates various rules, methodologies and procedures for measuring and controlling Market and Liquidity risk, IRRBB and CSRBB as a second line of defence, as well as the Bank’s country/sovereign and counterparty risk. Creates and maintains a database for daily monitoring of market, liquidity, country/sovereign, and counterparty risk.
Contribute to the development and maintenance of core analytics and reporting frameworks related to Market and Liquidity Risk, IRRBB, and CSRBB across DSK Group.
Responsible for the methodological and practical implementation of DSK Group market and liquidity risk stress testing frameworks including but not limited to ICAAP, ILAAP etc.;
Analyze and manipulate some of the largest and most diverse financial databases in Bulgaria by means of SQL Management Studio, P/L SQL Developer, SAS, Python and IBM SPSS products;
Methodological support for all ICAAP and ILAAP related models, as well as the coordination for its implementation, validation, reporting;
Ensures Management board, Supervisory Board, Risk Committee, ALCO and other internal and OTP Group governance bodies reporting requirements;
Support data driven decision making by ensuring consistent and focused attention on risk data quality, risk data availability and risk data accessibility for streamlined analysis and reporting;
Establish the relevant data sources to serve forward-looking capital analysis and scenarios impact estimations and validate data governance coverage vs needs.
Initiative-taking monitoring and anticipation of forthcoming regulatory requirements impacting processes, risk appetite and risk profile.
Enhance strategic partnership and efficiency of collaboration within the risk management division;

Requirements:

Proficient technical skills in MS Office. 1+ years of experience with one or more of these tools are considered as a strong advantage: P/L SQL Developer, SAS, SQL Management Studio, SPSS, Matlab, Stata, R or Python;
Data visualization skills, including experience in Power BI/Power Platforms is considered an advantage;
Critical and combinatorial thinking with focus on details;
Ability to communicate in English at high proficiency level.
3+ years of experience in risk management, statistical analysis or a related field.
Master’s degree in Finance, Statistics, Applied Mathematics or another related field.
Understand the risk environment, monitor evolving risks and trends and propose innovative solutions in the field of financial risk management;
Capabilities of a pro-active, result oriented, team-player, willing to work in a dynamic and challenging environment.

DSK Bank offers:

Visibility and important role in a growing team in a successful international bank;
Modern business environment with exciting challenges and work diversity;
Opportunity to get valuable insights and deep understanding of banking industry;
Access to inspired young professionals and senior managers, who can help you learn, have fun and grow your professional skills in an exciting field of the financial industry.
Food vouchers in the amount of 200 BGN per month, favorable conditions for housing and mortgage lending, as well as for bank products and services
Annual bonus scheme depending on the achieved results
Preferential conditions for Multisport card
Great location – in the heart of Sofia’s city center
20+5 days of paid annual leave