ALCM Specialist / Asset, Liability and Capital Management Specialist

Full time

Yerevan

11 September 2026

Employment term Temporary

Category Finance Management

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Job description:

The ALCM specialist will be responsible for balance sheet management (capital risk management, liquidity risk management, interest rate risk in the banking book management).

Job responsibilities

Conduct Internal Capital Adequacy Assessment Process (ICAAP),
Conduct Internal Liquidity Adequacy Assessment Process (ILAAP),
Conduct the Assessment of Interest Rate Risk in the Banking Book (IRRBB),
Perform intraday liquidity management and Banks liquidity book management,
Compile Funds Transfer Pricing rates and maintain methodological support to FTP framework,
Conduct performance evaluation of bonds and derivatives portfolios,
Compile, monitor and analyze various balance sheet management metrics,
Monitor and analyze relevant market indicators and trends.

Required qualifications

University degree in finance, IT or related disciplines,
Strong knowledge of AS-Bank,
Knowledge of (or strong desire to learn) data analysis major tools (SQL, Python/R),
At least 1 year of relevant work experience,
Familiarity with the economics of banking and local regulation (Regulation 2),
Strong time management skills,
Willingness and ability to gain new skills and knowledge,
Analytical thinking,
Attention to detail, adapt to quickly changing circumstances,
Team player.

Professional skills

Python SQL Analytical thinking AS banking Detail oriented

Soft skills

Time management Adaptability Team player