Risk Analyst to Baltic Market & Counterparty Risk

at Swedbank in Vilnius, Lithuania
Field: Accounting & Finance
Employment type: Job
Required languages:
- English (professional working proficiency)
Deadline: 11 May 2018
Offer last updated on 15 April 2018
Apply on company website See all job offers from Swedbank

About the job

Baltic Market & Counterparty Risk (BMCR) is a department within Financial Risk, Group Risk. MCR quantifies, analyses and reports market & counterparty risks to protect Swedbank against losses from unintentional or undue risk taking in the trading operations.

MCR has many exciting challenges ahead due to expanding business and regulatory demands. We are about to develop and implement new risk frameworks both for market risk and counterparty risk. This gives rise to interesting theoretical, technical as well as practical challenges. It also opens up unique opportunity to create an improved environment for risk analysis, steering and control of market and counterparty risks.


Participating in the daily analysis, follow up and reporting of market and counterparty risk within the bank. You will work with statistical risk measures such as Value at Risk and Potential Future Exposure. You will also be involved in improvements of the current risk process. You will be reporting to the Head of Baltic Market & Counterparty Risk.

You will:



You will be taking part of exciting journey with us! We will offer you a position with a high level of own responsibility and varied and challenging work tasks with good opportunities for personal development and professional growth.

Working in MCR means that you will get a broad understanding of the Trading and Treasury business as well as solid knowledge of the risk disciplines of market and counterparty risk.  

More information

Contact the recruiting specialist, Nerijus Gražulis, +370 656 99 166

If you apply through EasyCruit (by pressing the "Send Application" button), please make sure, that you recieve a follow-up e-mail soon after you submitted your application. Please check your junk/spam folder also. If there is none please let us know by sending our career specialist an e-mail (nerijus.grazulis@swedbank.lt)