Mag. Justyna Rozycka

implementing CRDIV regulations in scope of LCR/NSFR/ALMM; participating in the process of transforming branch into a stand-alone bank; automation of existing processes; preparing & analysing reports in scope of Market Risk and ALM (liquidity and repricing gaps, NIM/MVE sensitivities, LCR, NSFR etc.); preparing presentations for ALCO meetings, Supervisory Board and others in the scope of Market Risk/ALM; participation in planning of funding sources and budgets

Preparing ALM reports such as liquidity and repricing gaps, NIM/MVE sensitivities; preparing presentations for ALCO meetings, Supervisory Board and others in the scope of Market Risk/ALM; development of Treasury and ALM solutions based on Access, SQL, VBA; implementing CRDIV regulations in scope of LCR/NSFR/ALMM; implementation of RDA in scope of ALM; planning of funding sources and budgets, forecasting; automation of existing processes.

Preparing and analysing liquidity and repricing gaps, NIM/MVE sensitivities; derivatives valuation and hedge accounting; development of Treasury and ALM solutions based on Access, SQL, VBA; implementing CRDIV regulations in scope of LCR/NSFR/ALMM; participation in ICAAP process, analysing II Pillar risks; design and implementation of liquidity and market risk stress; control and supervision of the implementation process of RDA in scope of ALM; planning of funding sources and budgets, forecasting

Mathematics in statistics