Kredit risklərinin idarə edilməsi şöbəsinin mütəxəssisi/aparıcı mütəxəssisi

About the role

This position focuses on developing, implementing and continuously improving credit risk models and analytical tools to support the bank's risk management framework.

Key responsibilities

• Design, calibrate, validate and monitor credit risk models such as PD, LGD, EAD, Scorecard and other statistical models.
• Conduct stress‑testing, scenario analysis and macro‑economic modeling, and present findings to senior management.
• Calculate Expected Credit Losses (ECL) in line with IFRS 9 and central bank requirements, and oversee provisioning.
• Analyze portfolio risk indicators, perform trend analysis and detect emerging risks.
• Develop and refine the Risk Appetite Framework and risk‑limit methodologies.
• Prepare regular and ad‑hoc risk reports, dashboards and visualisation tools for committees and executives.
• Automate reporting processes and analytical solutions using SQL, Python, R and AI‑based tools.
• Contribute to the creation and enhancement of risk‑management methodologies.

Required profile

• University degree in Economics, Finance, Applied Mathematics, Statistics or a related field.
• Minimum 2 years of experience in credit risk management, risk modelling or analytics.
• Knowledge of IFRS 9, Basel principles and credit‑risk regulatory standards.
• Strong analytical thinking, problem‑solving ability and experience with large data sets.

Required skills

• Advanced SQL proficiency.
• Expert level Microsoft Excel.
• Practical experience with Python or R (at least one).
• Familiarity with AI or machine‑learning tools for data processing and automation.