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Baku
Sunday, March 3, 2024

Head of risk reporting division – VTB Bank

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)

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