Market Risk Analyst i Sundbyberg

Group Treasury is a centrally placed organisation, playing a part in almost all aspects of Swedbank. Treasury is responsible for the bank's funding, capital, financial risks and liquidity management, and operate across all four home markets in Sweden, Estonia, Latvia and Lithuania. The Development & Financial Analytics unit of Group Treasury is taking care of Treasury Profit & Loss (P&L) calculation and analyses, internal pricing system (FTP) and Treasury development initiatives.

In this unit we are now building a new Risk Analytics team to strengthen the first line of defence in Group Treasury, focusing primarily on Market Risk. The Risk Analytics team will be involved in all aspects of market risk, process design, transformational projects and policy decision that affect the banking book risk of Swedbank, and as such it is an exciting place to both learn new things and put your experience into practise.

We are now looking for a Market Risk Analyst to join in the team and play an active role in building the capabilities of the team.

As a Market Risk Analyst your tasks could include:

• Support Treasury front line providing detailed analytics in the market risk area
• Analyse and explain changes in market risk positions
• Execute regular forward-looking earnings forecast
• Facilitate effective communication with the Risk organisation and proactively set requirements for the Risk reporting and methodology changes
• Discuss and validate potential control gaps, control design and operating effectiveness issues with the appropriate owners
• Update, document and formalise key risk processes and frameworks
• Ensure ongoing compliance with relevant market risk policies and regulatory requirements
• You will work with IRRBB and market risk measures such as Economic Value and NII and your work will cover both the front office systems and separate risk systems
• Drive improvement initiatives for current risk processes
  
  

In order to succeed in this role we believe that you are highly organised, proactive and committed team player with a background in finance/risks and good knowledge of and genuine interest in financial markets/instruments and financial mathematics, you have strong interpersonal and communication skills and are able to work in cross-border teams. We find it important that you can combine your theoretical skills with a strong ability to get things into practical implementation. Your good analytical and logical thinking is supported by a solid combination of the following requirements:

• An academic degree in Finance, Economics and/or Mathematics/Statistics
• Good product knowledge and understanding of market risk and the Market Risk regulatory agenda
• Experience in working data structures and documenting procedures
• Full command of the English language (spoken and written)
• Good communication skills and willingness to build relationships across businesses and divisions
• Strong motivation for continuous professional self-improvement
• A willingness to explore and learn without direct oversight
• Ability to carry out own initiatives
  
  

You are the ideal candidate if you have some or all of the following:

• Experience in working with market risk analysis
• Experience with working in or facing a Treasury function
• Experience working with the changing regulatory landscape
  
  

"We offer an intellectually challenging job opportunity in an open and dynamic environment together with highly qualified colleagues. Working in Group Treasury gives a great opportunity for personal development in the international organisation providing a wide network within the Baltics and Sweden. Working in the Development & Financial Analytics team is inspiring, analytical and versatile. Our responsibilities span across different areas such as risk management, regulation, reporting, internal steering, accounting etc. which creates a good platform for furthering your career within Treasury or Risk organisation." – Alena Sahlqvist, recruiting manager

We may begin the selection under the application period, so we welcome your application as soon as possible.

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