Credit Risk Senior analyst / Manager

·      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.

·      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.