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Baku
Wednesday, July 24, 2024

Head of Market Risk Management Division – “PASHA Bank” OJSC

“PASHA Bank” OJSC is seeking a Head of Market Risk Management Division.

PURPOSE OF THE JOB

Responsible for establishment of a market risk management system in accordance with the Bank’s strategies, RAS, overall risk management objectives and product characteristics to ensure effectively control of various kinds of market risk.

MAIN ROLES & RESPONSIBILITIES

• Organization of content development of Bank’s market risk management internal policies and procedures
• Setting up a comprehensive reporting framework for trading/market positions with breakdown by products
• Management of quantitative models development, update and implementation (e.g. statistical basic measurement methods, sensitivity analysis, scenario analysis, etc.)
• Definition of limits, monitoring of existing and approved limits for money market, securities dealing, currency trading and other deals that bear market risk, ensuring that quantifiable risks are within the structure of approved limits
• Management of regular assessment, identification, measurement and monitoring of market risk
• Organization of methodological evaluation and validation of Bank’s hedging strategies against equity, currency and interest rate risks
• Management of internal reporting based on the output of the bank’s internal market risk models (including evaluation of the relationship between measures of market risk exposures e.g. value-at-risk, stress tests and trading limits)
• Coordination of market risk mitigation procedures, control of their implementation
• Coordination with relevant departments with the purpose of market risk mitigation.

EXPERIENCE

• No less than 3 (three) years of progressive experience in Risk management and Investment Management

SKILLS

• University degree in Math, Statistics, Physics, Economic or Finance.
• Required certificates: CFA, FRM, PRM are desirable
• Fluent in English, Azerbaijani and Russian (both verbal and written).
• Excellent IT skills specifically in Microsoft Project, Word and Excel, Power Point, Access, VBA, Oracle SQL

HOW TO APPLY:

Interested candidates are requested to submit:

• CV to [email protected];
• Put “Market Risk Management” in the subject line;
• CVs should be sent by the 23 September, 2017.

Attention: The candidates will go through initial CV screening review. Only shortlisted candidates will be contacted. CV-ni 23.09.2017 tarixinədək bu ünvanda http://www.pashabank.az/career/lang,az/ doldurmaq olar

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