Experience

UniCredit Bank Austria AG

• Austria
• Banking
• 700 & Above Employee

• Business Data Analyst

  • Dec 2019 - Present



UniCredit

• Italy
• Banking
• 700 & Above Employee

• Market and Liquidity Risk Analyst

  • Mar 2012 - Nov 2019

  Achievements and responsibilities • Involvement in the daily tasks and major projects of the department (VaR, IR, FX, LCR, NSFR and other market and liquidity risk metrics) • Market and Liquidity risks and Banking Book (IRRBB) related metrics monitoring, reporting and escalations in case of limit breaches • Pillar I & II capital requirement calculation (ICAAP, stress tests) Participation in supervisory issues during SREP and ILAAP • Permanent cooperation with UC SpA colleagues in order to enhance the group-wide processes and being aligned with ECB, EBA regulations • Aligning with involved departments such as ALM, Treasury, Accounting, Back Office • Participate in Risk Appetite Framework planning • ALCO and other committees ad hoc and regular reports preparation • Operational support for market risk management tools in order to accurately monitor the exposures • Responsible for quality assurance and risk analysis of market and liquidity risk Show less



Takarékbank

• Hungary
• Banking
• 200 - 300 Employee

• Senior Market Risk Analyst

  • 2009 - 2012

  Market Risk Management Department Achievements and responsibilities • Monitoring, analysing, reporting, forecasting and limiting of market risk measures arising from the Bank’s activity, according to the external and internal regulations • Taking part in the setting up of ISDA/GMRA international agreements conditions • ALCO presentations, regulation and internal policies maintenance Market Risk Management Department Achievements and responsibilities • Monitoring, analysing, reporting, forecasting and limiting of market risk measures arising from the Bank’s activity, according to the external and internal regulations • Taking part in the setting up of ISDA/GMRA international agreements conditions • ALCO presentations, regulation and internal policies maintenance