Responsible for the society's strategic direction/Organization of all operational aspects

-Managing the bank's fixed income portfolio;-Negotiating and executing financing transactions;-Front Office team lead for the implementation of Misys Summit Treasury System (front to back IT solution)

- Risk analysis of the non traded risk in the bank's Banking book.-Implementation of hedging strategies using interest rate and currency swaps and other structured products to ensure that asset-liability mismatches are within prescribed limits;- Building of valuation models related to inflation derivatives;- Implementation of IPS-Sendero ALM system for the enhancement of the bank’s ALM capability.

- Risk analysis and reporting related to market, credit and operational risk for the local regulated entity;- Validation of the VaR model used for management of market risk in the firm’s equity and fixed income books;- Risk Analysis of a proprietary hedge fund;- Participation in the group wide Basel II project as a business analyst;- Interaction with Group Risk management and participation in group-wide projects.

- Analysis of the market risk exposure in the bank’s trading book;- Production and assessment of daily and weekly VaR, sensitivity and stress testing reports;- Structured Products risk assessment and pricing by using available systems (Summit and Numerix) and by building customized real-time pricing models;- Enhancement of risk reporting through the development of interactive SQL reports;- Business analysis and drafting of project requirements for the Group Basel 2 project.

Main Responsibilities:-Consulting banks on Basel 2 Capital Adequacy Directive-Credit models validation. -Development and implementation of credit risk rating tools for specialised lending transactions (project finance, commercial property) -Involvement in the overall project planning.