Обязанности и достижения:
• Reporting and monitoring of interest rate and fx rate measures, Var, BPVs, offmarket deals on daily, weekly and monthly basis in the trading book and in the banking book also
• Bank wide centralization of bid offer reserving, automation of other daily, weekly and monthly reporting tasks mostly in/with VBA, SQL, Oracle, OLAP, coordinating with IT
• reporting to ALCO
• Z-spead monitoring in the AFS portfolio, scenario analysis