Access Bank
Credit Risk Senior analyst / Manager
Son tarix 16 sen 2024 - Müraciət et
Təsvir
- 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.
Tələblər
- 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.
