Senior Financial Risk Management Specialist

EvocaBank

- 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

- 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 send your CV to cv@evoca.am by indicating " Financial Risk Management Senior Specialist" in the subject line of the e-mail Please mention in your application that you have learned about this position from MyJob.am