Overview

IDBank CJSC is looking for a Chief Analyst of Market and liquidity risk management unit.

Responsibilities:
  • Calculate and monitor Prudential ratios set by Central Bank of Armenia (Capital adequacy ratio, LCR, NSFR and others)
  • Implement and perform monitoring of market risk and liquidity risk limits for treasury and other business units
  • Perform credit, liquidity, market risk stress testing
  • Calculate expected credit losses under IFRS 9
  • Support Market and liquidity risk management daily/monthly valuation process, prepare and verify daily/monthly market data and securities information
  • Prepare and present analytical papers for senior management and Risk Committee
Required Qualifications:
  • Bachelor’s degree or higher in a quantitative field such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences
  • At least 2 years of experience
  • Knowledge of Market Risk and/or Credit Risk methodologies and measures
  • Deep understanding of prudential standards set by Central Bank of Armenia
  • Deep understanding of IFRS9 framework
  • Strong numerical, analytical and research skills
  • Excellent Microsoft Excel skills (VBA skill is advantage), experience in using statistical and reporting packages such as SPSS, Database (SQL) and programming skills are an advantage
  • Work experience in financial or treasury department will be considered as strong advantage
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