Analyst to Non-Trading Market Risk area

at Swedbank in Tallinn, Estonia
Employment type: Job
Deadline: 3 December 2017
Offer last updated on 13 December 2017
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About the job

You are an analytical team player who has integrity, curiosity in “what makes the world tick” and a genuine interest in understanding the dynamics of a bank’s balance sheet. You take ownership of your assignments and always look for ways to improve. Sounds like you? Then you might be the Analyst we are looking for! Liquidity Non-Trading Risk (LNTR) is a department within Group Risk. LNTR is responsible for identifying and analyzing liquidity and interest rate risk associated with core banking activities (i.e. non trading risk) and the effect that these exposures have on the banks profitability and capital requirements. We also conduct stress tests and perform scenario analysis. We work with large amounts of data so you need to have an eye for details as well as the ability to capture major themes. The field of Non-Trading Market Risk is experiencing a rapid development at the moment so you also need to be creative and take own initiative. You will have support from an experienced group but need to be comfortable working independently. As we are a small group of people everyone is required to take a great deal of responsibility. The position is based in Tallinn but you are expected to travel on a regular basis. As much of our work is carried out in close cooperation with other units and specialists a communicative and flexible personality is key.

Responsibilities

As an analyst you will be … part of an experienced team with a diversified background. Your work will include reporting and analysis within the field of banking book with a special focus on interest rate risk. You will become familiar with modelling net interest income and simulating the development of the Balance Sheet. You are expected to actively participate in development initiatives within our area of responsibility. In addition you are also expected to keep up with regulatory developments within our field of work.

Requirements

- A university degree and an interest in financial markets - At least 3 years of work experience with analytical tasks - Fluent verbal and written communication in English

Nice to have

- Knowledge of the composition of a bank’s balance sheet - Previous work with implementing regulatory guidelines in operations - Knowledge about financial instruments and markets - Previous experience from work in a bank - Knowledge of SQL, VBA or SAS

Compensation

“We are a highly experienced team with the capacity to deliver on various questions within the area of banking book market risk. The role is diverse and you will have the opportunity to develop skills within different areas: Data management, regulatory work, project leadership and financial risk management techniques. My expectations on the team members are that they are open for new challenges, have a strong self-motivation and take full responsibility for their assignments and deliveries. I also believe that diverse team is important for fulfilling our goals.” – Fredrik Eklund, recruiting manager

More information

Manager: Fredrik Eklund fredrik.eklund@swedbank.com Recruiter: Piret Ploom piret.ploom@swedbank.ee Telephone: +372 888 8371