Mila Simic Email & Phone Number

• Participation in various projects for implementation of FPSL solution for banking
• Implementation of IFRS 9 Acc. for Financial Instruments
• Creating of Subledger and General ledger accounts
• Testing activities - Test cases creation and results validation in subledger and GL
• Team Lead for Banking Demo-Ready Use Cases Implementation
• Co-Lead for Banking community of practice

Serbia

• Assets and liabilities management and balance sheet optimization (Liquidity risk, IRR risk, FX risk, Pricing, Derivatives, Securities)
• Liquidity risk - Implementation of BASEL III standards, daily/monthly reporting and calculations (LCR, NSFR, FINREP), development of risk appetite/limits, stress scenarios/methodology (ICAAP, ILAAP, Recovery Plan).
• FX RISK - Daily/monthly reporting and managing of FX Position, development of FX limits and ICAAP calculations/scenarios
• Interest rate risk - Working on implementation of IRRBB methodology, reporting, calculations, risk appetite/limits, methodology/scenarios for ICAAP, forecasting of NII and EVE, stress tests/VAR implementation for.
• Pricing - Development of Transfer Pricing Methodology and price calculations for banking products (Deposit and Loan pricing)
• Bonds - Working on methodology for valuation of Bonds (Fair value). Valuation of Securities. Participation in budgeting process

Belgrade

• Reporting process - Develop and organize regulatory and Group reporting process. Analyzing reports on liquidity, interest risk and FX risk for identification, measurement and management of risks. Creating actionable.
• Role of the ALM compliance correspondent - Create und update policy and methodologies in line with the local regulation and Group standards for liquidity risk, Interest rate risk, FX risk, FTP. Responsible for.
• Participation in ALCO - Preparation of ALCO materials and minutes.
• Implementation of Basel 3 requirements (LCR,NSFR) - Responsible for implementation, testing and preparing detailed specification for reporting development.
• ICAAP process - Participation in internal capital adequacy assessment process. Liquidity, Interest rate and FX risks calculation for ICAAP purpose.
• Stress test - Creation and implementation internal acts and methodologies for stress tests. Managing and development process of stress testing for liquidity, interest rate and FX risk in a regular and ad- hoc basis..

• Market risk
• Managing of market risks - Analysis, assessing of risk exposure and proposal of measures for risk mitigation.
• Policy and methodology - Creating of internal acts for liquidity, interest rate and FX risk in line with local regulation.
• Reporting process - Creating internal reports for management of liquidity and market risks. Preparing and testing detailed specification for reporting development. Cooperation with IT department in process of.
• Recovery plan - Preparation of Recovery Plan in line with local regulation.
• Daily reports for National Bank of Serbia - Parametrization of daily reports in line with local regulatory requirements.

Belgrade

• Managing of financial, market risks and liquidity - Analysis, assessing of risk exposure and proposal of measures for risk mitigation.
• Reporting process - Preparation of reports for the Group and Bank's management in area of financial, market risks and liquidity.
• Stress test - Developing and conducting of stress tests scenarios on regularly and ad - hoc basis
• Policy and methodology - Developing of policies and procedures in accordance with Group and local regulatory requirements.
• Forecast analyses - Preparation of forecast analyses based on annual budget and prior year historical information. Ad - hoc forecast analyses.
• Annual report - Participation in preparation of annual report in area of financial, market and liquidity risk. Cooperation with external audit during process of annual report preparation.

Arandjelovac

• Analysis of client’s business
• Participation in Credit committee
• New clients acquisition
• Monitoring of credit portfolio