Treasury Szakértő

Feladatok: Review regular Interest Rate Risk (IRR) and Liquidity Risk metrics and compliance with limits and manage interest rate risk positions.Review behavioral IRR models and, check hedge effectiveness, maintain/develop hedge relationship model.To develop and maintain the ALM models including reporting on Interest rate risk and Liquidity Risk.Management Information production including assisting with committee reports to the Assets Liability Committee (ALCO).Review New Products proposals and assess the IRR and Liquidity impact.Kockázatkezelő