Mag. Justyna Rozycka
Angestellt, Abteilungsleiterin Kredit-/Marktrisiko Controlling, PSA Bank Österreich
Wien, Österreich
Werdegang
Berufserfahrung von Justyna Rozycka
Bis heute 2 Jahre und 9 Monate, seit Sep. 2021
Abteilungsleiterin Kredit-/Marktrisiko Controlling
PSA Bank Österreich
Bis heute 4 Jahre und 1 Monat, seit Mai 2020
Senior Analyst Models & Projects
PSA Bank Österreich
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
1 Jahr und 6 Monate, Mai 2015 - Okt. 2016
ALM Expert
Santander Consumer Bank SA
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.
4 Jahre und 2 Monate, Apr. 2011 - Mai 2015
Senior Market Risk Analyst
Santander Consumer Bank SA
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
2 Jahre und 4 Monate, Jan. 2009 - Apr. 2011
Market Risk Analyst
Santander Consumer Bank SA
Ausbildung von Justyna Rozycka
10 Monate, Sep. 2005 - Juni 2006
Information technology
University of Breslau
4 Jahre und 10 Monate, Sep. 2003 - Juni 2008
Mathematics
University of Breslau
Mathematics in statistics
Sprachen
Polnisch
Muttersprache
Englisch
Fließend
Deutsch
Grundlagen