Job responsibilities
- Identify financial risks arising from the Central Bank’s market operations and develop appropriate risk limits.
- Conduct medium-term assessments of commercial banks’ primary liquidity demand.
- Assess and monitor the market value of the Central Bank’s financial assets and liabilities.
- Analyze Armenia’s money and government securities markets to identify and assess potential market risks.
- Determine and publish the initial margin and eligibility threshold for securities accepted in repo transactions with the Central Bank of Armenia.
- Analyze the behavior of participants in the Armenian government securities market and assess the associated risks.
- Conduct targeted analytical studies in response to market developments and perform other duties related to the position.
Required qualifications
- Higher education in Actuarial Science, Financial Mathematics, Finance, Economics, or a related field.
- At least 1 year of professional experience in the financial sector.
- Strong knowledge of financial analysis and risk management.
- Solid understanding of financial mathematics, financial modeling, financial markets, and financial instruments.
- Good knowledge of statistics and macroeconomics.
- Knowledge of the legislation and secondary regulations applicable to the Central Bank of Armenia.
- Proficiency in Bloomberg, MATLAB, Python, R, EViews, or Stata.
- Excellent command of Armenian, English, and Russian.
Nice to Have:
- CFA (Chartered Financial Analyst), FRM (Financial Risk Manager), or PRM (Professional Risk Manager) certification is considered an advantage.
As well as:
- Strong analytical thinking.
- Excellent communication skills.
- Ability to work effectively in a team.
- Proactive mindset.
- Strategic thinking.
- Strong problem-solving skills.
Additional information
Only shortlisted candidates will be informed about the next stages of the interview.
For additional information and clarifications, you can call (+37410) 592-592(5119).
People and Culture Directorate