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Specialist, Risk Management Department, Modeling Unit
| Company: | Ameriabank CJSC |
|---|---|
| Duration: | Permanent |
| Start Date: | ASAP |
| Deadline: | 24 February 2019 |
| Announcement Code: |
TERM:
Full-timeJOB DESCRIPTION:
Ameriabank is looking for a Specialist in Risk Management Department of Modeling Unit. The incumbent will be responsible for testing/ validation of mathematical models of risk management, quality monitoring and ongoing improvement of applicable methods and models.RESPONSIBILITIES:
- Analyze data to determine the content, quantity, type and quality of input variables of risk assessment and management models;- Develop methods and principles of testing and validation of mathematical models for management of the Bank's risks;
- Perform quantitative assessment of risks based on defined criteria and applicable models;
- Analyze the business logic of models, assess risks and validate models;
- Prepare risk management and assessment model validation reports based on internal criteria and approved templates;
- Make risk management related recommendations.
REQUIRED QUALIFICATIONS:
- University degree in Statistics, Math Modeling, Mathematics, Risk Management or Engineering;- Ability to analyze statistic and financial data; knowledge of data science and machine learning models;
- Analytical and creative thinking;
- Communication and team-player skills; cooperation and consultation skills;
- Knowledge of Python (or R language), and Microsoft Office;
- Excellent command of Armenian, Russian and English languages.
APPLICATION PROCEDURES:
All interested candidates are welcome to fill in the attached Application Form, enclose CV and send it to: **.***@**********.** by the deadline. Please, mention the position title ("Specialist, Risk Management Department, Modeling Unit") in the subject line of the email.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.
Application Form
