Credit Risk Senior analyst / Manager

Təsvir

• Calculation and analysis of provision based on IFRS 9 standards (PD, LGD, Forward-looking);
• Collection and cleaning of the data and development/update different rating and scoring models;
• Identifying stress scenarios, conducting stress test analysis and making suggestions for applying stress testing results to the allocation of capital reserves;
• Investigating and applying different approaches to measuring market risks (value at risk, etc.);
• Assessing and measuring various risks, including the bank's credit risk, market risk, liquidity risk, capital risk and asset and liability management;
• Analysis of the Bank's new products/limits and services for the likelihood of exposure to credit risks and making proposals for their minimization and management.

Tələblər

• Bachelor degree in finance, economics or other relevant field;
• 3-4 years of experience in credit risk and/or other financial risks functions;
• SQL, Python or R skills;
• Ability to prepare and present analysis for different purposes;
• Statistics and econometrics knowledge is advantage;
• Knowledge of Azerbaijani and English languages.

Tarix: 2024-08-16

Baku Azerbaijan

Bakujobs.az