aznNegotiable

Risk Management Director

  • Date: 04 May 2018
  • Deadline: 15 July 2018
  • Work conditions: Full time
  • Location: Baku
Job Description
  • Coordinate portfolio, market, credit, operational and regulatory risk mitigations procedures implementation
  • Ensure bank is operating according to the limits determined in RAS
  • Validate and verify valuation, rating, scoring models
  • Ensure correct development and maintenance of risk engines for all segments
  • Oversee Credit Risk Management in developing risk engines, measuring predictability power of the engines and back-testing of models
  • Oversee Market, Operational and Regulatory Risk Management division in developing methodology for market, operational and regulatory risks
  • Work on determining the limits for RAS
  • Provide other departments with risk assessment tools
  • Oversee portfolio stress testing and maintain insurance program to provide risk management (probability of default, expected loss, etc.)
  • Verify and (in)validate bank’s hedging strategies against currency and interest rate risks
  • Initiate IT changes for mitigation of operational risks
  • Resolves and analysis of Key Risk and Control Indicator breaches with the process owner
Requirements
  • Bachelor Degree in Finance, Economics, Banking or relevant field
  • Related work background experience 7 to 10 years
  • Fluency in Azerbaijani is a must
  • Advanced in English
  • CFA, CRA and Market Knowledge certification is preferable

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