Financial Risk Management Specialist

Role description:

Evoca is looking for a Financial Risk Management Specialist who will be responsible for model building, making forecasts, as well as performing stress testing and monitoring risk appetite.

What will you gain?

We are committed to ensuring everyone can flourish in their roles by creating a working environment that supports wellbeing and provides a generous benefits package, a wide range of career and personal development opportunities. By joining Evoca, you will get:

• health insurance;
• travel insurance;
• favorable terms of Evoca products and services;
• holiday and year-end bonuses;
• bonuses on marriage, birth of a child;
• paid days off;
• sport package;
• English language trainings;
• large opportunities for continuous learning and development (participation in international conferences, business trips abroad, opportunities to get international certifications and study in top universities worldwide).

What will you be doing?

• financial risk assessment;
• development of risk appetite and implementation of periodic monitoring;
• development of forecasting models;
• assessment of the impact of macroeconomic environment changes;
• estimation of expected credit losses (including the estimation of PD, LGD, EAD ratios);
• assessment of foreign exchange risk (VaR, stress testing);
• assessment of interest rate risk (IRRBB, duration, scenario analysis);
• conducting stress tests for financial risks;
• conducting portfolio analyses.

What skills are we looking for?

• university degree in economics or finance;
• professional work experience in the banking system will be considered an advantage;
• knowledge of financial risk assessment metrics;
• skills in building and evaluating machine learning models;
• knowledge of Python (Pandas, NumPy, Matplotlib, Seaborn, Scikit-Learn) will be considered as an advantage;
• basic skills in working with SQL databases;
• teamwork skills;
• time management skills;
• strong analytical mind.

Please send your CV to [email protected] by indicating "Financial Risk Management Specialist" in the subject line of the e-mail.