Strategic Funding Expert, Balance Sheet Management, Finance Division
UniCredit · Sofia, Bulgaria · 1mo ago
SeniorOn-siteCorporate Finance & FP&A
* Actively Managing Interest Rate Risk in the Banking Book (IRRBB) IRRBB observing regulatory requirements;
* Initiates and prepares an in-depth analysis for setting the levels of internal funding prices (FTP) to proper steer bank’s balance sheet; Organizes FTP quotations process, ex-post FTP reporting, incl. managerial alpha (ex-ante and ex-post)Assist in the coordination and exchange of experience with the European Financial Centers of UniCredit Group;
* Actively participates in application and analytical work related to behavioral models, developed by Risk function, and executes the replication strategies for managing IRRBB; Advise the business units in the Bank, as well as current and potential clients on European funds and financial instruments;
* Defines based on Group rules the Risk Adjusted Pricing principles for bank’s products; organize preparation of related analysis and reports Regular presentation of the existing and upcoming instruments to the relationship managers/back office and its clients in relation to local programs and EU funds;
* Manage the organization of Assets and Liability Committee sessions;
* Organizes budgeting and planning process on FTP and other IRRBB related positions;
* Manages ALM&CC results; Prepare and verify standard reports and presentations for trends developments and other ad-hoc topics; Lead the preparation and enhancement of internal reports, dashboards, and management information tools. Help improve reporting efficiency through automation and optimization of processes where applicable.