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Operational Risk Management Specialist
| Company: | EvocaBank |
|---|---|
| Location: | Yerevan, Armenia |
| Deadline: | 31 August 2023 |
TERM:
Full termJOB DESCRIPTION:
Evocabank is looking for an Operational Risk Management Specialist. The ideal candidate is a person with an eagerness to find out-of-box solutions and use innovations; strong interpersonal and communication skills, the ability to work in a team; and a high sense of responsibility.RESPONSIBILITIES:
- Identify, evaluate and monitor operational risks;- Analyze, report and present operational risk;
- Maintain, manage and analyze accidents database;
- Create an inventory and map out business processes;
- Assess operational risks related to new products and services;
- Detect suspicious transactions;
- Implement other functions related to operational risks.
REQUIRED QUALIFICATIONS:
- University degree in Finance, Business Administration, Economics or other relevant fields;- At least 2 years of professional experience in risk management or a relevant field;
- At least 1 year of professional experience in the financial and banking sector;
- Knowledge of statistics, probability theory, and operational risk management methods and models;
- Good grasp on the basic principles of bank accounting, banking legislation and regulations;
- Risk management FRM, FRR, PRM or other international certificates will be considered a plus;
- Knowledge of Python, SQL, or R programming languages will be considered an advantage;
- Ability to perform financial analysis;
- Ability to prioritize and navigate in a fast-paced environment;
- Excellent knowledge of Russian and English languages.
APPLICATION PROCEDURES:
Interested applicants should send their CVs to: **@*****.** indicating "Operational Risk Management Specialist" in the subject line of the e-mail. Only short-listed candidates will be interviewed.Please clearly mention in your application letter that you learned of this announcement through Career Center and mention the URL of its website - www.careercenter.am. Thanks.
