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 #Alpha. Bank #We. Are. Alpha #Enabling. Progress #Alpha.

Culture #Values. That. Lead #One. Team. One. Purpose 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.