Talk to sales Try for Free
Imre Ligeti

Imre Ligeti

Journalist Trainee

Followers of Imre Ligeti407 followers
location of Imre LigetiHungary

Connect with Imre Ligeti to Send Message

Connect

Connect with Imre Ligeti to Send Message

Connect

  • Timeline

  • About me

    Risk Modelling Senior Professional @ UniCredit Bank Hungary | Risk Modelling

  • Education

    • CFA Institute

      -
      Passed all three levels of the CFA Program (inactive member)

    • Budapesti Corvinus Egyetem

      2003 - 2009
      Master of Science (MSc) Economics

    • Rijksuniversiteit Groningen / University of Groningen

      2008 - 2008
      Erasmus exchange semester Economics

    • Budapesti Corvinus Egyetem

      2003 - 2009
      Master of Science (MSc) Teacher Training Program

  • Experience

    • Ringier Axel Springer Media AG

      Sept 2007 - Feb 2008
      Journalist Trainee

    • Healthware Consulting Ltd.

      Jun 2008 - Aug 2008
      Intern

    • Healthware Consulting Ltd.

      Jul 2009 - Oct 2010
      Junior Analyst

    • National Bank of Hungary

      Oct 2010 - Jul 2018

      Worked in the Financial Market Analysis Department at the National Bank of Hungary, delivered applied research in topics of financial markets and presented them to the Monetary Policy Council, delivered in-depth research and made publications in sovereign country risk and credit rating methodology Operated monetary policy tools of the Central BankExecuted FX deals (spot, forward, FX swap, option in G7 currencies)Delivered daily market riport on developments of financial markets Worked in the Financial Market Analysis Department at the National Bank of Hungary, delivered weekly and monthly reports on developments of financial markets, presented them to the Monetary Policy Council, doing research in topics of financial markets, managed and developed financial market database to support the Monetary Policy decision process

      • Economist

        Jan 2014 - Jul 2018

      • FX Dealer

        Aug 2016 - Jul 2017

      • Analyst

        Oct 2010 - Jan 2014

    • Raiffeisen Bank Hungary

      Aug 2018 - Oct 2021
      Treasury Expert

      Treasury Department – ALM (Asset Liability Management) Expert• managing and modelling interest rate risk in banking books• co-managing the bond portfolio,• hedge accounting• analyzing P&L figures• participating in transfer pricing decisions• preparing ALCO materialsProject:• Concept development and technical implementation of fair value hedge accounting for portfolio of fixed rate loans

    • UniCredit Bank Hungary

      Oct 2021 - now
      Risk Modelling and Methodologies Senior Professional

      IRRBB:• Banking Book related risk metrics (NII, EVE, BP01, VaR, Spread risk) monitoring, reporting, limit review• Market risk ICAAPModelling:• Fair value calculation for state-subsidized fixed rate retail loans• Mortgage prepayment model• Prepayment model for “baby-waiting” loan (state-subsidized personal loan with embedded prepayment optionality related to the number and timing of new children)• NMD modellingProject:• Cash-flow hedge accounting concept development Show less

    • UniCredit Bank Austria AG

      Sept 2023 - Nov 2023
      Short term rotation to UniCredit Bank Austria

      Collaborated with Market and Liquidity Risk Department at UniCredit Bank Austria for 2 months, focusing on IRRBB, behavioural modeling and the latest EBA guideline on IRRBB and CSRBB

  • Licenses & Certifications

    • Chartered Financial Analyst (CFA)

      CFA Institute
      Oct 2018