Market and Liquidity Risk Management Team Specialist

We are looking for our new teammate who will join our team as a Market and Liquidity Risk Management Team Specialist.

Prepare market and liquidity risk reports within established deadlines,

Perform market and liquidity risk stress tests and scenario analyses, assess the probability range of stress situations, and implement the backtesting process,

Participate in the process of developing market and liquidity risk appetite, and perform monitoring regarding the maintenance of risk appetites,

Participate in the process of developing market and liquidity risk limits and targets, and perform periodic monitoring of these limits and targets,

Study the dynamics of macroeconomic indicators and possible future trends,

Perform factor analyses and build appropriate econometric models,

Perform alerts regarding market and liquidity risks,

Perform client behavioral analyses from the perspective of potential foreign exchange, interest rate, and liquidity risks.

Higher education in economics and/or mathematics,

Presence of at least 2 years of work experience in the relevant field,

Skills in working with large databases and performing statistical analyses,

Skills in evaluating econometric models,

Basic knowledge of data analysis software or statistical packages will be considered an advantage (SQL, Python, Eviews, Stata, etc.),

Good level of English language proficiency (skills in using professional literature and communicating),

Tendency to work and collaborate in a team.