Market Risk Specialist

  • DəmirBank ASC
  • Elanın qoyulma tarixi: 13.04.2015
    Vakansiyaya müraciət tarixi bitmişdir.

İşin təsviri

Today, more than 25 years on, we provide a wide variety of banking services for our customers as one of the leading banks of our country. By relying on our strong experience in this field, we aim to enhance our customers’ welfare in various regions of Azerbaijan. Therefore, more than 1000 of our employees tirelessly strive to fulfill this aim and we are pleased to state that we are proud of them. We also would like to invite you to join our DemirBank family, where you will see a lively corporate environment and a very friendly staff.

Job summary:

The role of Market Risk Specialist in Risk Management Department is to do the analysis of the financial market conditions, to take an active part in market risk measurement and management, including fx, interest and liquidity risks. The candidate is expected to have a sound knowledge of treasury operations and market risk, also strong educational background.

Job duties:

• Supervision (with extensive direct involvement) in monitoring and measurement of market risks by means of advanced risk approaches (E.g. Parametric, non-parametric, hybrid VaRs with the case-specific parameter calibration, repricing and sensitivity model approaches, liquidity risk management techniques, etc.);
• Review and preliminary approval of internal procedures with market risk aspects;
• Analysis of current trends and formulation of forecasting techniques for relevant indicators;
• Other relevant tasks.

Main requirements:

• Advanced knowledge of both theoretical and applied Statistics and Econometrics;
• Advanced knowledge of financial theory and practice, knowledge of financial situation in Azerbaijan;
• Education outside Azerbaijan, preferably master’s in the US or Western Europe in the fields of Economics, Finance (not Accounting), Quantitative Finance, Mathematics or Statistics (MBA will not be considered) would be a plus;
• At least 1 year of experience in the market risk management and/or Treasury;
• Track record of independent work with minimum supervision;
• Proper written and verbal communication skills in both Azeri and English;
• CFA or FRM certification (at least some levels) would be a plus;
• Positive reference from any former employer.

Candidates, who meet the requirements of the given vacancy, should send their resumes to [email protected] until April 30, 2015.

We kindly ask you to indicate the name of the vacancy as a “Market Risk Specialist” in the subject area of the e-mail, otherwise your application will not be considered.

We would like to inform you that only shortlisted candidates will be contacted for a further stage of a recruiting process.

Above all, we value everyone as an individual and DemirBank’s HR team applies “Equal Opportunities” policy for all candidates. Applicants, who meet the requirements of the vacancy, are not discriminated or victimised due to their age, gender, race, physical appearances, family status, nationality, social status and for political views.