Specialist - Market Risks Department
BKT - Banka Kombetare Tregtare
/job-details/9364
**Job Requirements:**
- Monitor and report related parties and large exposures in accordance with regulatory requirements; promptly escalate any limit breaches to the Market Risk Department Manager / Assistant Manager.
- Support the calculation, monitoring, and reporting of key liquidity and capital indicators (LCR, NSFR, DLR, CAR, etc).
- Assist in monitoring capital adequacy and analyzing capital consumption driven by asset growth or changes in risk-weighted assets (RWA).
- Assist in the preparation and reporting of Interest Rate Risk in the Banking Book (IRRBB) metrics.
- Contribute to the execution of stress testing exercises for liquidity risk and interest rate risk.
- Analyze trends in risk indicators and prepare periodic reports for ALCO and Risk Committee.
- Support the implementation of ICLAAP and Recovery Planning processes.
- Assist in the development and maintenance of statistical models for monitoring securities price risk.
- Perform data quality checks and ensure accuracy and consistency of inputs used in reporting.
- Carry out additional operational or ad hoc tasks as assigned by the Department Manager / Assistant Manager.
**Skill Requirements**
- To have the provisions required as per regulation of the bank.
- To have minimum 2 years of experience in Banking.
- To have successfully passed the written examination.
- To have good knowledge of PC.
- To have university degree (preferred finance/ economics or other branches with considerable statistical and mathematical knowledge).
- To have excellent commands of English.
Interested candidates are encouraged to apply by 11.09.2026. All applications will be treated with strict confidentiality, and only shortlisted candidates will be contacted.
- Monitor and report related parties and large exposures in accordance with regulatory requirements; promptly escalate any limit breaches to the Market Risk Department Manager / Assistant Manager.
- Support the calculation, monitoring, and reporting of key liquidity and capital indicators (LCR, NSFR, DLR, CAR, etc).
- Assist in monitoring capital adequacy and analyzing capital consumption driven by asset growth or changes in risk-weighted assets (RWA).
- Assist in the preparation and reporting of Interest Rate Risk in the Banking Book (IRRBB) metrics.
- Contribute to the execution of stress testing exercises for liquidity risk and interest rate risk.
- Analyze trends in risk indicators and prepare periodic reports for ALCO and Risk Committee.
- Support the implementation of ICLAAP and Recovery Planning processes.
- Assist in the development and maintenance of statistical models for monitoring securities price risk.
- Perform data quality checks and ensure accuracy and consistency of inputs used in reporting.
- Carry out additional operational or ad hoc tasks as assigned by the Department Manager / Assistant Manager.
**Skill Requirements**
- To have the provisions required as per regulation of the bank.
- To have minimum 2 years of experience in Banking.
- To have successfully passed the written examination.
- To have good knowledge of PC.
- To have university degree (preferred finance/ economics or other branches with considerable statistical and mathematical knowledge).
- To have excellent commands of English.
Interested candidates are encouraged to apply by 11.09.2026. All applications will be treated with strict confidentiality, and only shortlisted candidates will be contacted.
