Chief Analyst of Market and liquidity risk management unit

IDBank CJSC

- Calculate and monitor Prudential ratios set by Central Bank of Armenia (Capital adequacy ratio, LCR, NSFR and others) - Implement and perform monitoring of market risk and liquidity risk limits for treasury and other business units - Perform credit, liquidity, market risk stress testing - Calculate expected credit losses under IFRS 9 - Support Market and liquidity risk management daily/monthly valuation process, prepare and verify daily/monthly market data and securities information - Prepare and present analytical papers for senior management and Risk Committee

- Bachelor’s degree or higher in a quantitative field such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences - At least 2 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 - Deep understanding of IFRS9 framework - 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

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