Vacancy for Market and Liquidity Risk Analyst in Baku, Azerbaijan
International Bank of Azerbaijan is looking for Market and Liquidity Risk Analyst in Baku, Azerbaijan.
We’d Like To See:
1+ years of relevant compliance, risk, or operational experience with a specific focus on financial services
- Performing a top-to-bottom risk analysis from the portfolio level down to asset class, sector and security. Administering market risk simulation processes and produced the daily risk results using Value-at-Risk methods, sensitivity measures and Stress Testing techniques.
- Performing overall and detailed analytic reviews as well as stress testing procedures to monitor the Market Risk Exposure of the bank and its Subsidiaries.
- Ensuring compliance with market risk policies and procedures as well as with limits and other benchmarks developed on individual bank basis and group bank-wide basis.
- Identifying, assessing, and measuring interest rate risk exposure and its impact on the bank’s net interest income in addition to its economic value.
- Identifying open currency positions to which the bank is exposed to and assess the impact of the fluctuation in the Foreign exchange rates on the bank’s capital through mimicking historical scenarios.
- Studying and analyzing all potential market risk exposures prior to the execution of sizable investment transactions by the Treasury Department.
- Preparing country risk report.
- Preparing “Global Financial Markets Update” report.
- Preparing weekly market risk analysis report analyzing the impact of macroeconomic factors on bank’s portfolio.
- Liquidity metrics analysis.
- ALM analysis and comparison of relative movement of assets and liabilities in relation to ALM &liquidity risk.
- Monitoring market and liquidity risk performance of the business and providing early warning of adverse risk trends and emerging risks.
- Performing ad-hoc analysis in various aspects of risk measurements, stress tests, what-if analysis on the existing portfolios and during new transaction approval/advice.
- Development,implementation & review of risk management limits, policies,controls & procedures, market risk analytics,policies & frameworks,taking into consideration various regulatory & Basel requirements.