About this role
<p style="margin:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><strong><span style="font-family:Arial, sans-serif">Departamento de Risco Global</span></strong><span style="font-family:Arial, sans-serif"><br>Risco de Mercado</span></p> <p style="margin:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Monitorização e reporte interno e regulamentar de Risco de Taxa de Juro e Spread de Crédito de Balanço (IRRBB/CSRBB)<br>Analista de Risco Sénior<br>Modelo de Trabalho Híbrido – Porto Salvo, Oeiras</span></p> <p style="margin:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif"><br><strong>Principais Atividades a Desempenhar:</strong></span></p> <ul style="margin-top:0.0cm;margin-bottom:0.0cm" type="disc"> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Monitorização, controlo e reporte do risco de taxa de juro e de spread de crédito de balanço do banco nas suas diferentes vertente</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Preparação, desenvolvimento e automatização de relatórios internos e regulamentares</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Assegurar qualidade de informação e reconciliação de dados entre risco e contabilidade</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Manutenção da ferramenta de cálculo de IRRBB no que respeita a configurações e novos desenvolvimentos para adaptação a novasexigências regulamentares</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Acompanhamento, análise e implementação de novos requisitos regulamentares</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Revisão e desenvolvimento de metodologias de cálculo de IRRBB</span></li> </ul> <p style="margin:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><strong><span style="font-family:Arial, sans-serif"> </span></strong></p> <p style="margin:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><strong><span style="font-family:Arial, sans-serif">Conhecimentos / experiência:</span></strong></p> <ul style="margin-top:0.0cm;margin-bottom:0.0cm" type="disc"> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Formação académica – Mestrado, preferencial - em Economia, Gestão, Finanças, Matemática Financeira ou Estatística</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Mínimo de 3 anos de experiência em temas relacionados com risco (ALM, IRRBB, auditoria/consultoria)</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Conhecimento de principais conceitos de IRRBB e estrutura de balanço de um banco</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Conhecimento de cálculo e análise das principais métricas de monitorização de IRRBB</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Conhecimento do enquadramento regulamentar do IRRBB</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Conhecimento de ferramentas de IT de cálculo de risco (preferencial)</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Experiência em modelos estatísticos (preferencial)</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Conhecimentos avançados em Excel e programação básica – VBA, SAS (preferencial)</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Domínio da língua inglesa, oral e escrita</span></li> </ul> <p style="margin:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><strong><span style="font-family:Arial, sans-serif"> </span></strong></p> <p style="margin:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><strong><span style="font-family:Arial, sans-serif">Competências:</span></strong></p> <ul style="margin-top:0.0cm;margin-bottom:0.0cm" type="disc"> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Capacidade de análise, interpretação de dados e solução de problemas</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Espírito crítico e atenção ao detalhe</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Capacidade de assegurar diferentes atividades e definir prioridades</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Orientação para resultados</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Capacidade de desenvolvimento de trabalho em equipa</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Capacidade de comunicação com diferentes interlocutores</span></li> <li style="margin-top:0.0cm;margin-right:0.0cm;margin-bottom:0.0cm;font-size:11.0pt;font-family:Aptos, sans-serif"><span style="font-family:Arial, sans-serif">Bom relacionamento interpessoal</span></li> </ul>