Mgr. Hana Dzmuranova, Ph.D. Email & Phone Number

Wien

Senior ALM Analyst with focus at behavioural modelling of assets and liabilities within the ALM universe - IRRBB (NII and EVOe, MVOe), FTP and bank business. Current responsibilities:- IRRBB framework within ALM universe with focus on product modelling of an embedded early termination option and impact into earnings (budgeted, flat) and MVOE, EVE. Successful conclusion and execution of the group-wide prepayment model project leadership - product scope, alignment with local banks… Show more Senior ALM Analyst with focus at behavioural modelling of assets and liabilities within the ALM universe - IRRBB (NII and EVOe, MVOe), FTP and bank business. Current responsibilities:- IRRBB framework within ALM universe with focus on product modelling of an embedded early termination option and impact into earnings (budgeted, flat) and MVOE, EVE. Successful conclusion and execution of the group-wide prepayment model project leadership - product scope, alignment with local banks, statistical analysis, implementation into bank system (QRM), FTP and strategic NII analysis- earnings analyst (budgeting and forecasting, NII potentials in local banks and framework improvements)- ALM analyst for major entity (balance sheet and business know-how, IRRBB ratios and investment strategy, business potentials, steering)- trainer (as senior ALM expert, currently I present a couple of times per year ALM related topics like FTP and interest rate positioning)Conference participation:- Marcus Evans IRRBB conference in Wien Show less

Prague, The Capital, Czech Republic

I am responsible for earnings, interest rate risk and liquidity risk management of the banking book with major focus at NII (net interest income) steering. My responsibilities are centered around three main areas:(i) I am an ALM representative for earnings and budgeting. My major focus is to steer bank NII (net interest income).(ii) Second, I participate on behavioural modelling of assets and liabilities with embedded options (Erste-group wide projects) by basic as well as more… Show more I am responsible for earnings, interest rate risk and liquidity risk management of the banking book with major focus at NII (net interest income) steering. My responsibilities are centered around three main areas:(i) I am an ALM representative for earnings and budgeting. My major focus is to steer bank NII (net interest income).(ii) Second, I participate on behavioural modelling of assets and liabilities with embedded options (Erste-group wide projects) by basic as well as more advanced analysis of data (econometrics). I am responsible for CS entity analysis, mostly, but also for development of modelling framework and group projects, now highly required topic in relation to IRRBB tightening regulatory requirements.(iii) Third, I participate on development of Fund Transfer Pricing system.Awards: Group ALM award 2015 for extraordinary achievements and group-wide activities and projects in 2014Participation in organisation: International Talent Pool MemberConferences: In 2015, I presented at 3rd Annual Retail Deposit Design and Optimisation, 2015 conference in LondonIn 2016, I presented at 4rd Annual Retail Deposit Design and Optimisation, 2016 conference in London.Both presented topics are related to behavioural modelling of demand deposits in low rates environment. Show less

Prague, The Capital, Czech Republic

Business support - dashboard tool.

Prague

Tester

Prague

Prague

As a Junior specialist in the client center, I controlled the client agenda.

Doctor Of Philosophy (Phd), Economics

Focus at modelling of interest rate risk and liquidity risk of non-maturing bank products in the Czech Republic, mainly liabilities.

Master'S Degree, Finance, Financial Markets And Banking, A

Bs, Economics

Erasmus Study Period, Economics