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دقيقة واحدة

Job Description and Requirements

Key Roles & Responsibilities :

Create, develop and maintain stress testing methodologies for risks.
Use techniques from quantitative risk management, financial mathematics and econometrics to develop, assess, and change models.
Implement models in R and produce clear documentation for regulators.
Bring new quantitative modeling ideas to our team to push ahead key projects.
Interact and discuss with key stakeholders (senior model owner, business representatives, model validation teams, IT and model governance bodies).

Qualifications & Requirements :

Bachelor’s or Master’s degree in a quantitative discipline (e.g., Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance),
Statistics or math combined with data analytics.
Proven track record in risk modelling with expert knowledge of statistical and econometric methods.
Good understanding of financial markets and the banking business, incl. knowledge of financial accounting.
Strong analytical, conceptual and organizational skills with the ability to work to tight deadlines.
Programming knowledge. Experience in writing code in a statistical or high-level programming language is essential.
Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally.
Experienced in creating your own models.
Proficient in programming with statistical software (e.g. R, Matlab, Python, etc).
Experience or knowledge in building risk models and stress testing models
Familiar with programming languages such as SQL, or Python or R and excellent command of Excel including VBA.

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