Job Description:

 

• Calculation and analysis of provisions based on IFRS 9 standards (PD, LGD, Forward-looking)
• Collection and cleaning of data and developing/updating different rating and scoring models
• Identifying stress scenarios, conducting stress test analysis, and suggesting the application of stress testing results to capital reserves allocation
• Investigating and applying different approaches to measuring market risks (e.g., Value at Risk)
• Assessing and measuring various risks, including credit risk, market risk, liquidity risk, capital risk, and asset/liability management
• Analyzing new bank products, limits, and services for exposure to credit risks and making proposals for risk minimization and management

 

Requirements:

 

• Bachelor’s degree in finance, economics, or a related field
• 3-4 years of experience in credit risk or other financial risk functions
• Skills in SQL, Python, or R
• Ability to prepare and present analysis for different purposes
• Knowledge of statistics and econometrics is an advantage
• Proficiency in Azerbaijani and English languages