Leading specialist of Financial Risk Management Unit

Implementation and development of the Bank's financial risk quantitative assessment, analysis, and monitoring, supporting the improvement of financial risk assessment methodologies and tools, as well as the preparation of relevant reports and analytical materials.

Implementation of financial risk identification, monitoring, periodic quantitative assessment calculations, and analyses, and preparation of reports,

Participation in stress testing calculations and scenario analysis processes,

Risk assessment and report preparation based on financial risk models,

Carrying out economic capital calculations for financial risks,

Participation in the internal process of capital adequacy assessment and the implementation of models and stress tests related to the recovery plan,

Calculation and monitoring of the Bank's risk appetite indicator limits,

Development and periodic monitoring of risk limits for counterparty organizations,

Collection and processing of information required for risk analysis from databases (SQL),

Development of automated reports (Python/R/PowerBI) required for risk assessment and reporting.

Higher education in economics, mathematics, or actuarial fields

1-2 years of work experience in the banking or financial sector, of which at least 1 year in the field of risk management

Excellent knowledge of Microsoft Excel, applied proficiency in SQL for data querying and analysis, knowledge of Python/ R programming languages and Power BI

Proficiency in statistical and econometric models

Knowledge of banking operations and basic financial instruments

Ability to orient quickly

Teamwork and negotiation skills

Good knowledge of English and Russian languages