Job responsibilities
- Assess and monitor the financial risks of the CBA’s international reserves
- Calculate and analyze the performance of the CBA’s international reserves
- Regularly analyze the structure of the CBA’s international reserves, recorded changes, and potential risks
- Analyze financial market trends, assess short- and medium-term developments and prospects of leading countries’ macroeconomic indicators and financial markets
- Build and improve strategic asset allocation models
- Develop market, credit, or econometric risk assessment models, perform back-testing of models, and simulate stress scenarios
Required qualifications
- Higher education in economics, finance, or actuarial mathematics
- At least 1 year of professional experience in the financial sector
- Strong financial analysis skills
- Knowledge of risk management methods, models, and tools
- Knowledge of financial mathematics and portfolio management theory
- Understanding of bond pricing models
- Knowledge of macroeconomics
- Experience working with programming languages such as Python, Matlab, or R
- Excellent command of Armenian; good knowledge of English and Russian
As well as:
- Strong communication skills
- Creative thinking
- Ability to work in a team
- Collaboration skills
- Negotiation skills
- Proactiveness
- Strategic mindset
- Result- and goal-oriented attitude
- Flexibility
- Responsibility
- Analytical thinking
Nice to Have:
- CFA, FRM, or PRM qualification
- Experience with Bloomberg and Tradeweb systems
Additional information
Only shortlisted applicants will be contacted regarding the next stages of the competition.
For additional information or clarification, please call: (+37410) 592-592 (51-19)
People and Corporate Culture Directorate