Kredit risklərinin idarə edilməsi şöbəsinin mütəxəssisi/aparıcı mütəxəssisi

About the role

The position focuses on measuring, monitoring and managing credit risk through the development and continuous improvement of risk models, ensuring compliance with regulatory standards and supporting strategic decision‑making.

Key responsibilities

• Develop, implement and continuously improve risk models for credit risk measurement, monitoring and management.
• Build, calibrate, validate and monitor PD, LGD, EAD, Scorecard and other credit risk models.
• Conduct stress‑tests, scenario analysis and macro‑economic modelling, analyse results and present recommendations to senior management.
• Calculate Expected Credit Losses (ECL) in line with IFRS 9 and central bank requirements, manage provisioning and oversight.
• Analyse credit‑portfolio risk indicators, perform trend analysis and identify emerging risks in a timely manner.
• Propose enhancements to the Risk Appetite Framework and risk‑limit structures.
• Design methodologies for risk‑limit calculation, monitor compliance and analyse limit breaches.
• Prepare regular and ad‑hoc credit‑risk reports for management and relevant committees.
• Create analytical reports, dashboards and visualisation tools for credit‑risk management.
• Utilise SQL, Python, R and AI/Gen‑AI tools to automate reporting, build dashboards and develop analytical solutions.
• Develop and refine methodologies for credit‑risk management.
• Perform other tasks related to the function as required.

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 management standards.
• Experience with credit‑risk models (PD, LGD, EAD, Scorecard) is a plus.
• Strong SQL and Microsoft Excel skills; practical knowledge of Python, R or another statistical programming language.
• Ability to use AI‑based tools for data processing, reporting and automation is advantageous.
• Strong analytical thinking and problem‑solving abilities.
• Experience handling large data sets.
• Ability to present analytical results clearly, in a structured and professional manner.

Required skills

• SQL
• Microsoft Excel
• Python
• R
• Artificial Intelligence tools (AI/Gen‑AI)