Responsibilities:

• Daily monitoring of market risk exposures across different asset classes;
• Supporting the development and implementation of the risk management framework and policies;
• Performing quantitative analyses to assess financial risks and preparing reports for senior management;
• Providing risk opinions on significant transactions and the implementation of new products/processes;
• Participating in stress testing and scenario analysis to assess the institution's resilience under adverse market conditions;
• Developing models for quantifying the risk profile. Monitoring, reporting, and controlling the risk profile against the approved risk appetite;
• Monitoring market trends and regulatory changes related to financial risks.

Requirements:

• Higher education (bachelor's or master's degree) in Finance, Economics, Mathematics, or related fields;
• Work experience in one of the following areas is an advantage: credit/financial risk management, financial/credit analysis, audit, data management/reporting;
• Strong analytical skills and a high interest in financial markets and risk management;
• Excellent communication skills, both written and verbal;
• Ability to work in a team;
• Attention to detail and strong organizational skills;
• Knowledge of Romanian and English languages;
• Skills in using MS Office applications.

Benefits:

• Seminars and trainings;
• English language courses;
• International experience;
• ProCredit Academies;
• Official employment from the first day;
• Competitive fixed salary;
• Paid day off on your birthday;
• Comprehensive social package;
• Modern and comfortable office;
• Remote work – 1 day per week;
• Friendly working environment.

Application:

If you are interested in this vacancy, please send your CV to the email address: mda.resurse.umane@procredit-group.com.

Please indicate in your CV the vacancy you have applied for.

Data processing by the Bank is carried out in accordance with the provisions of Law no. 133 of 08.07.2011 regarding the protection of personal data.