Market and Liquidity Risk Management Senior Specialist

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Deadline: 14 June 2024

Employment term: Contract

Category: Banking/credit

Job type: Full time

Location: Yerevan

Job description:

Araratbank is seeking for a motivated candidate to fulfil the Market and Liquidity Risk Management Senior Specialist position in the Risk Management Department of the Bank. RMDs core mission is to provide a dynamic analysis of the market, counterparty, valuation and liquidity risks the Bank is exposed to. This position includes in particular to proactively identify, analyze and review market and liquidity risk exposures, to contribute to the definition of the risk measurement framework and to assist all levels of management on risk-taking decisions.

Job responsibilities

  • Measure and monitor market and liquidity risks inherent to the bank or activities in the direct scope of the risk analyst;
  • Perform risk assessment and gap analyses over market and liquidity risks;
  • Implement stress testing based on the internally approved scenarios. Analyze and report about the results;
  • Calculate and report on various risk management indicators from the Banks risk appetite perspective;
  • Conduct forecasts about the main risk evaluation indicators defined by CBA. Report on the deviations observed during calculations;
  • Develop and maintain risk management tools and frameworks to identify, measure and manage market and liquidity risks;
  • Monitor and analyze changes in market conditions and their impact on the bank;
  • Prepare reports for the Risk Committee and the responsible body;
  • Participate in the work of the internal process of capital adequacy assessment;
  • Compile the quarterly reports submitted to the CBA;
  • Identify and assess financial risks related to the introduction of new financial instruments.

Required qualifications

  • Higher Education in Economics/Finance or related field;
  • Working Experience in Banking/Finance more than 2 years;
  • Strong knowledge of CBA regulations and IFRS;
  • Good-understanding quantitative risk measures and related modeling / methodology;
  • Ability to get absorbed in details;
  • Organizational and planning skills;
  • Strong background in mathematics and statistics;
  • Research and analytical skills, problem-solving skills;
  • Proficiency in English and Russian language;
  • Good MS Office skills, knowledge of SQL, Python, Power BI in the data analytics field is an advantage.

Required candidate level: Senior

Additional information

Qualified and interested candidates are welcome to send their CV/resume to:, mentioning the title of the position ("Market and Liquidity Risk Management Senior Specialist") in the subject line of the email.

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Professional skills



Power BI

Data analysis

Soft skills

Analytical skills





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Free language courses
Medical insurance
Teambuilding and corporate events
"Baby born" package
Day off
Sport package
Professional Certification/College Reimbursement
Employee Discounts & Perks
Parental Leave
Gifts for different occasions
Sports and intellectual games participation
Financial services with preferential rates
Wedding gift/ Marriage package
Student loan reimbursement
Free English classes

Contact details


Phone: +37410592323

Address: Yerevan, 87th Building, N85 Buzand st., Yerevan, Armenia

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