Overview

EvocaBank is looking for a Senior Financial Risk Management Specialist.

Responsibilities:
  • Financial risk assessment
  • Development of risk appetite and periodic monitoring
  • Participation in the internal process of capital adequacy assessment
  • Development of forecasting models
  • Assessment of the impact of macroeconomic environment changes
  • Estimation of expected credit losses (including the estimation of PD, LGD, EAD ratios)
  • Assessment of foreign exchange risk (VaR, stress testing)
  • Assessment of interest rate risk (IRRBB, duration, scenario analysis)
  • Assessment of liquidity risk and scenario analysis
  • Conducting stress tests for financial risks
  • Conducting portfolio analyses and reporting accountability
Required Qualifications:
  • University degree in economics or finance
  • At least 2 years of professional experience in the banking system
  • Knowledge of financial risk assessment metrics
  • Skills in building and assessing regression models
  • Knowledge of Python (Pandas, NumPy, Matplotlib, Seaborn, Scikit-Learn) will be considered as an advantage
  • Basic skills in working with SQL databases
  • Teamwork skills
  • Time management skills
  • Excellent communication skills
  • Strong analytical mind
Please note: Our intelligent job search engine discovered this job and republished it for your convenience. Please be aware that the job information may be incorrect or incomplete. The job announcement remains the property of its original publisher. To view the original job and its full details, please visit the job's URL on the owner’s page.

Please clearly mention that you have heard of this job opportunity on https://ijob.am.