بنك الإسكان يعلن عن وظائف شاغرة
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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للإنضمام إلى قناتنا عبر التليجرام المخصصة للوظائف – أضغط هنا
للإنضمام إلى مجموعة الواتساب المعتمدة والخاصة بالوظائف الشاغرة – أضغط هنا
للإنضمام إلى صفحتنا عبر الفيسبوك الرؤية الملكية للتوظيف – أضغط هنا
