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Consultant, Financial Risk Management group

Yerevan · Advisory
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KPMG Armenia is looking for a Consultant in Financial Risk Management to join its Advisory team.

Responsibilities

Work to perform includes but is not limited to:

  • Participation in assessment and development of Risk strategies, framework and policies
  • Participation in assessment of Compliance with Regulatory Requirements: CBA/Basel/IFRS compliance
  • Participation in assessment, development and validation of Credit Risk Models: Customized Rating and Scoring Models; ECL (PD, LGD, EAD, FLI) models
  • Participation in assessment and development of ALM, FTP and Liquidity Risk methodologies and models
  • Participation in conducting macro and microeconomic analyses, economic impact assessments

Requirements

  • University degree (preferably in Economics, Finance, Mathematics)
  • Fluent Armenian, English and Russian
  • Skills of working with large data sets, ability to calculate and analyze, work with econometric models
  • Knowledge of R statistics/Python programs
  • Readiness for intensive work and learning
  • Readiness for business-trips
  • Full-time work

Conditions

  • Full-time employment contract
  • Transparent path of career growth
  • A wide range of training and development programs
  • Working in a highly professional, stimulating ang challenging work environment for the company with strong position on the worldwide market
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