Senior Specialist, Financial Risk Management Department

Job Responsibilities

• • Performing periodic calculations and analyses for quantitative assessment of financial risks
  • Conducting stress testing and participating in scenario analysis processes, including data preparation and result analysis
  • Backtesting of stress testing results and evaluation of model performance
  • Customer behavioral analysis to identify liquidity and market risks
  • Participation in the Internal Capital Adequacy Assessment Process (ICAAP), including stress testing
  • Periodic monitoring of counterparty risk concentration, credit limits, and other risk indicators
  • Preparing regular and as needed situational reports on financial risks
  • Extracting and processing data from databases (SQL) required for risk analysis
  • Developing automated reports/scripts (Python/R) for risk assessment and reporting

Necessary requirements

• • Higher education in Economics, Mathematics, or Actuarial Science
  • At least 3 years of work experience in the banking or financial sector, including at least 2 years in financial risk management, analysis, or control
  • Practical knowledge of SQL for data querying and analysis; hands-on experience with Python or R; advanced Microsoft Excel skills (Power Pivot, macros, complex functions)
  • Knowledge of statistical and econometric methods, financial mathematics
  • Knowledge of banking operations and core financial instruments
  • Excellent command of Armenian
  • Proficiency in Russian and/or English