MAIN ROLES & RESPONSIBILITIES
Development of quantitative models (architecture, design and implementation).
Development of the necessary infrastructure for risk exposure calculation and monitoring.
Development of tools for credit, operational and market risk divisions that enable creation and modification of various types of limits.
Development of other software projects by the request of the Director of the Risk Management Department.
Translation of financial data and concepts to concise and informative risk reports.
Reverse-engineering of the core-banking system logic and retrieval of the necessary information.
Creation and maintenance of the structure of the risk management data warehouse.
Creation, automation and maintenance of necessary reports for Risk Management Department.
Strict adherence to Information Security guidelines of the Bank
Timely implementation of Internal Audit Findings
SCOPE OF POSITION / STRATEGIC RESPONSIBILITY
Responsible for assistance, development and maintenance of quantitative models; creation and maintenance of automated risk management reporting framework and all of the related infrastructure.
REQUIREMENTS
• Good Computer knowledge (Access, Excel, Word, Power Point, Outlook);
• Good Programming knowledge (Oracle SQL, Java, C, C++, C#, VBA, Java Script, HTML 5, Python, PL/SQL, CSS)
• University degree (in Computer Science)
• Fluency in Azerbaijani, Russian and English;
• Strong coding/development skills – ideally Python, C++, Java;
• 2 years’ experience in software development are;
• Interest in quantitative finance – ideally having some finance experience.
REQUIRED CERTIFICATES
• Oracle Certified Professional, Jave SE;
• Oracle Database SQL Expert;
• Oracle certified Associate, Java SE 7
Candidates are requested to send their Application Forms/CVs to [email protected] until July 26, 2016. Please indicate the name of the position (Quantitative Developer) you are applying for in the subject line of the email.
Otherwise the candidacy will not be considered in the review process of the applications collected.
Please be advised that only shortlisted candidates will be invited to the further stages of the recruitment process.
