Senior Quantitative Analyst - Risk Modelling Expert

Quantitative Risk Modeller

This role is for a skilled Quantitative Risk Modeller to join our team in developing and implementing risk management models. The successful candidate will be responsible for designing, testing and validating complex risk models using various statistical techniques and programming languages.

The ideal candidate will have a strong academic background in mathematics, physics or quantitative finance, with a proven track record of research and academic excellence. They should also have experience in coding and familiarity with risk management best practices, financial markets and economic developments.

In this role, you will contribute to shaping the Bank's and the industry's future of internal models and risk management. You will work closely with other teams and stakeholders to gather requirements, design and implement risk methods and models, and ensure that all methodologies, tools and processes are documented to a high standard.

Key Responsibilities :

• Design, test and validate complex risk models using various statistical techniques and programming languages.
• Develop and maintain documentation for risk methods and models, including user guides and technical notes.
• Collaborate with other teams and stakeholders to gather requirements and provide input on risk management projects.
• Participate in quality assurance processes surrounding risk measurement, including backtesting and VaR Adequacy (P&L Explain) process.

Requirements :

What We Offer :

We offer a dynamic and collaborative work environment, with opportunities for professional growth and development. As a Quantitative Risk Modeller, you will have the opportunity to work on challenging projects, develop your skills and expertise, and make a real impact on the Bank's risk management strategies.

We value diversity and inclusion, and strive to create an inclusive work environment where everyone feels welcome and valued. We offer flexible compensation plans, hybrid telecommuting models, and a range of benefits to support your physical and mental well-being.

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