Bank VTB (Azerbaijan) OJSC
Head of risk reporting division
Requirements:
Higher economic (finance / mathematics) education;
At least 5 years experience in risk management in the banking sector;
At least 2 years experience in managerial position and ability to plan, delegate, and control the implementation of tasks;
Ability to effectively organize work in conditions of limited time;
Highly professional Excel and SQL knowledge;
Experience in conducting quantitative risk assessment;
Deep knowledge and understanding of regulatory acts of risk management;
Fluency in Russian, including the ability to conduct business correspondence.
Duties:
Management of division;
Actualization and implementation of risk analysis methodology and risk management procedures;
Monthly calculation of reserves according to IFRS and national standards;
Preparation and analysis of reports on various types of risks, as well as the development of measures to minimize them;
Actualization of migration matrices for bank credit products;
Monitoring compliance with credit limits and risk appetite;
Prediction of risk indicators, including the volume of the non-performing portfolio, the level of reserves, expected losses;
Stress testing of significant risks;
Data preparation for the development and calibration of scoring cards and customer rating models.
Please send your CV to [email protected] (indicating name of the vacancy in subject line)
