Kornel Halmos

 Treasury steering and management of 8-10 subsidiaries. Leading 50-60 FTE and 5 departments  Balance sheet management, Funds Transfer Pricing, Cost of Capital, behavioral modelling  Funding strategy and implementation, national bank, market funding  Intraday, short and long term liquidity position management.  Portfolio management (EUR 2-2.5bn)  Interest rate, FX risk management  Capital management, RWA optimization  M&A projects: valuations, financial modelling  Recovery&Resolution planning

 Setting up Treasury / ALM department after acquisition of the bank. Leading a team of 7 FTE.  Management of security portfolios, collateral portfolios, hedging activities.  Steering internal bank, dealing with correspondent banks, developing and executing investment strategy.  Funding and liquidity management  Banking book interest rate risk and FX risk management.  Leading Asset Liability Management Committee (ALCO)  Balance sheet management and steering, Funds Transfer Pricing, Cost of capital.

 management of the market and treasury risk controlling, independent price verification (IPV), fair value calculation, collateral management and market conformity control  IRRBB, interest rate risk management, methodology implementation, model development, maintaining reporting and control process, ALCO reporting  Liquidity risk management, model development, optimization proposals and implementation  Leading regulatory compliance projects in area of CRR/CRD

Development and daily reporting of the global markets front office profit and loss (for plain vanilla and complex treasury products), treasury risk controlling (complex portfolio), monthly ALCO reporting treasury mid-office tasks and short term liquidity reporting

Planning, purchasing and management of 300+ materials, responsible for highest value (processors for supercomputers)