General Requirements

• Bachelor’s degree (any field)
• Excellent command of English (written and spoken)
• Advanced proficiency in Microsoft Excel
• Minimum 2 years of experience in derivatives products and collateral management within the banking sector

Job Description

• Monitor and report counter‑party credit risk limits for both corporate clients and financial institutions.
• Execute daily collateral management activities based on calculated valuation results and agreements with financial institutions.
• Conduct stress‑test studies on derivative portfolios that contain counter‑party credit risk, analyse the outcomes, and communicate the results to senior management and relevant business units.
• Support valuation work of derivative portfolios, verify the results, and control the processes.
• Perform analyses of positions that generate counter‑party credit risk and clearly identify open exposures.
• Carry out analyses in accordance with BDDK and Basel regulations concerning counter‑party credit risk.
• Contribute to risk‑analysis activities of group companies.
• Provide support for ad‑hoc studies and analyses requested by senior management.