Market and Liquidity Risk Management Specialist

AraratBank OJSC

- 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.

- 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

Qualified and interested candidates are welcome to send their CV/resume to: hr@araratbanlk.am, mentioning the title of the position ("Market and Liquidity Risk Management Specialist") in the subject line of the email. Please mention in your application that you have learned about this position from MyJob.am