Credit Risk Senior analyst / Manager

Credit Risk Senior analyst / Manager

AccessBank
  • Şəhər

    Bakı

  • Kateqoriya

    Bank xidməti

  • Maaş

    Razılaşma ilə

  • İş rejimi

    Tam-ştat

  • Təhsil

    Ali

  • Yerləşmə tarixi

    30 sentyabr 2024

  • Bitmə tarixi

    04 noyabr 2024

Diqqət!

Bu elanın vaxtı bitib. Risklərin idarə edilməsi üzrə mütəxəssis vakansiyaları üçün bura keçid edin!

 

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

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