Senior Expert Liquidity Risk Management
CurrentProfessional lead for liquidity riskRepresentation of liquidity risk in ALCO and other business unitsContact person for internal and external revisionMain tasks:-LVaR creation and development-Run-off portfolio LMP creation-Modeling of liquidity risks-Risk driver analysis-Backtesting-Project related work: -Creation of new KPI for structual liquidity- Integration of new KPI into existing reporting processes and technical infrastructure