Responsibilities
- Examination, analysis of models applied by financial institutions while assessing their own financial risks (credit, liquidity, market)
- Analysis related to financial risk of entire financial sector by using also internationally accepted models
- Development of the methodology of stress testing in banks, analysis, assessment of results of stress tests conducted by banks
- Leading projects regarding development of risk assessment methodologies in financial institutions
Required Qualifications
- Higher education in Financial Modelling or Mathematics
- At least 2 year of work experience in the financial sector
- Advanced knowledge of macro and micro economics, statistics, mathematical modelling
- Excellent knowledge of Armenian
- Good knowledge of English and Russian
- Analytical ability
- Communication skill
- Ability to cooperate
- Initiative personality
Contact
secretariat@cba.am