Senior ALM Risk Officer
Why Eurobank?
Are you enthusiastic about having a positive impact and working with a great team?
Join us at Eurobank where Prosperity needs Pioneers! You will belong in a banking community that drives innovation, strives to exceed customers’ expectations, commits to sustainable practices, and combines global insights with local expertise to deliver exceptional value to all our stakeholders. Take advantage of multiple learning & development opportunities, flexible work arrangements, and a workplace where you will feel valued and respected!
But hold on! We’re looking for more than just a great CV: We’re looking for your unique personality.
Apply today and be part of a team as unique as you!
Position Overview
We are seeking a Senior ALM Risk Officer to join Group Market & Counterparty Risk (GMCR) within the Group Risk Management Unit.
The role sits within the Risk ALM team (2LoD) and focuses on the independent oversight of Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB) across the Group. The successful candidate will monitor key risk metrics and limits, enhance methodologies and behavioural models, and support the consistent application of the Group’s ALM risk framework in line with internal policies and regulatory expectations.
Your key responsibilities will be:
- Calculate, monitor, and analyse IRRBB and CSRBB metrics, including EVE, NII sensitivity, repricing gaps, and earnings-at-risk, across banking-book portfolios.
- Maintain and enhance behavioural models for non-maturity deposits, prepayments, and early redemption optionality.
- Support the maintenance and improvement of ALM risk systems, data quality controls, and reporting processes.
- Prepare risk reporting, dashboards, and presentations for senior management, committees, and supervisory reviews.
- Collaborate with IT, Finance, Treasury, and subsidiary teams to support the consistent implementation of ALM risk tools, methodologies, and policies across the Group.
- Contribute to the ongoing enhancement of the Group’s IRRBB / CSRBB risk management framework.
- Support the use of data analytics and AI-based tools to improve risk analysis, reporting efficiency, and insight generation, in line with the Bank’s governance and control standards.
You will be a great candidate if you:
- Hold a degree in Finance, Risk Management, Financial Engineering, Mathematics, Engineering, IT, or another quantitative field; postgraduate studies or certifications such as FRM, PRM, or CFA are an asset.
- Have at least 3 years of relevant experience in IRRBB, CSRBB, ALM, Market Risk, Liquidity Risk, or financial risk modelling.
- Have a good understanding of banking products and interest-rate risk drivers, including bonds, swaps, options, and yield-curve behaviour.
- Possess strong analytical skills and advanced knowledge of Excel, PowerPoint, and Power BI; knowledge of SQL, Python, R, VBA or AI-driven analytical tools is an advantage.
- Have a strong command of English.
What’s in it for you:
- Competitive remuneration.
- Hybrid work: work-life balance through remote and in-office work.
- Learning & Development:
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- Access Unlimited LinkedIn Learnings, international training methodologies
- Upskilling, Professional development and career guidance from successful executives.
- Identification and Utilization of Talent Pool through a structured Talent Management process.
- Wellbeing:
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- Premium Health & Life insurance for you, your partner and/or your family and mental health support.
- Pension plan to support your plans and future financial expectations.
- Team building & wellbeing activities.
- Potential Extra days of annual leave (Winter Bonus).
- Engage in volunteering activities through our TeamUp program.
- Extra Benefits:
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- Exclusive discounts at partner stores.
- Staff pricing for banking products.
- Nursery and summer camp allowance for your little ones.
Join us!
If you think you are the right fit for this role, we'd like to hear from you! Apply by 20/07/2026
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At Eurobank we are committed to providing equal employment opportunities and prohibit all forms of discrimination. All applicants will be treated fairly and with the utmost confidentiality.