IDBank CJSC

Job description:

IDBank is looking for an experienced, motivated and qualified candidate to fulfil the responsibilities listed below.

/en/leading-analyst-of-market-and-liquidity-risk-management-unit

Job responsibilities

• Support Market and liquidity risk management daily/monthly valuation process, prepare and verify daily/monthly market data and securities information
• Implement and perform monitoring of market risk and liquidity risk limits for treasury and other business units
• Calculate and monitor Prudential ratios set by Central Bank of Armenia (Capital adequacy ratio, LCR, NSFR and others)
• Perform credit, liquidity, market risk stress testing
• Perform counterparty risk assessment and monitoring
• Prepare and present analytical papers for senior management and Risk Committee;
• Assist management with special projects as assigned.

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 1 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
• 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
• Ability to work effectively in a team
• Punctuality and sense of responsibility
• Knowledge and commitment business ethics

Required candidate level: Not defined

Additional information