Operational Risk Leading Specialist
Responsibilities
- Conduct comprehensive analysis of liquidity risk, interest rate risk, currency risk, credit risk, and market risk.
- Develop and implement stress testing, scenario analysis, and risk models.
- Calculate and assess Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility metrics.
- Contribute to the review and updating of Risk Appetite Statements (RAS), Key Risk Indicators (KRI), and Risk Handling Indicators (RHI) to ensure alignment with the organization’s risk tolerance and readiness levels.
- Collaborate with various departments to ensure the appropriate risk management practices are being followed across the organization.
- Analyze and interpret large datasets to derive meaningful insights for risk management decisions.
- Ensure compliance with regulatory standards and frameworks, including Basel II/III and IFRS 9.
- Maintain and improve risk management tools and methodologies.
Requirements
- In-depth knowledge of different financial risk types and assessment methods.
- Strong skills in developing and performing stress tests and scenario analysis.
- Proficient in calculating VaR, CVaR, and volatility.
- Experience in reviewing and updating RAS, KRI, and RHI.
- Proficient in Excel, Power BI, SQL, and working knowledge of Python.
- Familiarity with Basel II/III and IFRS 9 methodologies.
- Strong analytical and critical thinking skills with a systematic approach to problem-solving.
- Ability to work with large volumes of data and extract actionable insights.
- Highly responsible, attentive to detail, and capable of independent decision-making.
- Strong communication skills and the ability to collaborate effectively with various departments.
Conditions
- Career growth and professional development in a dynamically developing company;
- Decent payment based on industry standards;
- An exciting opportunity to shape the product, with leadership committed to open dialogue and a team of purpose-driven colleagues;
- Unlimited Learning options : Access an array of learning opportunities to support your professional growth;
- Medical Insurance: Full medical coverage from day one;
- Corporate Mobile Number: Stay connected with a company-provided mobile number;
- Exclusive Discounts: Access the DəyərliSən app for discounts across various services and products within the PASHA Group;
- Sports & Wellness Programs: Enjoy discounted access to Push30 fitness and sports activities.
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