Capital Risk Analyst

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The bank that is closer to everyone 6 yes, that 6s us!

We are sure your career can start or successfully continue right here.

Today we are inviting a Capital Risk Analyst to join the Artea Bank team 6 someone who will support one of the bank 6s two most important capital processes 6 the Internal Capital Adequacy Assessment Process (ICAAP) or the recovery plan and control of capital ratios 6 and have a real impact on the bank 6s business. Which process you take on will depend on your experience, and you will help a colleague with the other one 6 experience in both is an advantage but not a requirement.

You will work with Finance, Treasury, Business and Risk Management teams to ensure that these processes are consistent, comply with legal requirements, are based on reliable data and are integrated into the bank 6s planning and decision-making.

Every day, you 6ll be #closer and:

• ICAAP: if this is your main experience and area 6 you will help prepare the ICAAP report and related documents, collect and consolidate contributions from departments, calculate internal capital requirements and track the work plan deadlines, monitor and control compliance with capital ratios
• Recovery plan: if this is your main experience and area 6 you will help prepare the recovery plan, calculate recovery indicators and monitor their thresholds, assess the impact of recovery options on capital and liquidity together with the responsible teams, and take part in dry runs testing the plan 6s effectiveness
• Support in the other area: you will help your colleague in the other area (ICAAP or recovery plan) 6 perform the necessary calculations, prepare the relevant parts of the documents and, when needed, temporarily stand in for the colleague responsible for that area
• Stress testing: you will run calculations for scenarios, sensitivity analyses and reverse stress tests, analyse the impact on profitability, risk exposures, risk-weighted exposures and capital adequacy, and document the results
• Methodologies: you will take part in enhancing the methodologies for determining internal capital requirements, capital buffers and management buffers, and in assessing capital adequacy from the normative and economic perspectives
• Material risks: you will take part in identifying and assessing the bank 6s material risks and in analysing their capital coverage (from the normative and economic perspectives)
• Capital and limit monitoring: you will contribute to the assessment of capital ratio calculation quality and compliance with the Bank 6s internal methodologies, monitor the implementation of regulatory capital changes; help monitor capital adequacy ratios and risk appetite limits, analyse deviations of actual results from the plan and limits, and promptly inform the responsible persons of identified risks
• Reporting: you will help prepare analytical reports and materials for colleagues
• Supervisor and audit: you will prepare responses to supervisory enquiries within your remit and take part in remediating audit and supervisory findings in your area
• Data and calculation traceability: you will reconcile data with the responsible departments, document assumptions, apply version control and verify calculations
• Regulatory changes: you will follow changes in requirements, and in supervisory requirements and guidelines, relating to capital risk, ICAAP, recovery planning and stress testing, and propose how to apply them in the bank

• Education: a higher education degree in finance, economics, mathematics, statistics or a related field
• Experience: at least 1 year in a bank, a supervisory authority or a consultancy, in capital risk management, capital planning, stress testing or a related area, including participation in preparing the ICAAP or the recovery plan 6 one of the two is enough
• Knowledge of capital requirements: banks 6 capital requirements under the CRR/CRD 6 regulatory capital, capital adequacy ratios, risk-weighted exposures, capital buffers and their links to the bank 6s balance sheet, income statement and business plan
• Analytical skills: analysing financial and risk data, running capital projections and scenario calculations, critically assessing assumptions, verifying calculations and explaining results clearly
• Languages: fluent Lithuanian and English, written and spoken; the ability to present complex analysis clearly, in a structured way and accurately
• Personal qualities: analytical and critical thinking, attention to detail, independence, ownership of results, and the ability to prioritise and meet deadlines

Privalumai

• Experience in the other area: if you are an ICAAP specialist, experience in recovery planning will be a strong advantage, and vice versa
• Stress testing experience: experience in capital stress testing
• Securitisation knowledge: knowledge of the regulation of securitisation positions
• Programming skills: SQL, Python

• The green light for your ideas. Your suggestions will be heard 6 we value independence, curiosity, and initiative.
• A manager who helps you grow. You 6ll get clear direction and support while having plenty of freedom to act, learn, and develop.
• An organisation that is changing. Joining Artea means more than just a new name 6 it means new ideas, perspectives, and opportunities to help shape our culture from within.
• Achievements rooted in Lithuania. We 6re especially proud to be a Lithuanian bank. We believe our country and our people are unique, and we do everything we can every day to help them realise their potential.
• A personal benefits package. Health insurance, a pension savings programme, additional days off, flexible working hours, modern infrastructure 6 and that 6s far from the complete list of benefits!
• Performance bonuses. Our employees can earn bonuses based on the performance of the bank, their team, and their own individual performance.