Key Responsibilities:
- Support the design, calibration, implementation,
testing and validation or audit of models - Document models, methodologies, analyses, and
findings - Assess the quality of data underlying risk models
and model calibration - Engage with key client representatives to obtain an
understanding of risk practices and assess them - Provide support to clients in the areas of internal
governance, policies and frameworks in place
linked to quantitative risk management - Interpret new regulatory requirements focusing
on those specific to internal models
Who we’re looking for
- Minimum 3 years’ relevant experience working
in a financial institution or in a related field in
a relevant risk or quantitative position such
as: market risk, financial supervision, credit or
financial modelling - Strong academic background, including a degree
in Data Science, Business Analytics, Statistics,
Mathematics, Engineering, Computer Science, or
other related field with strong quantitative focus - Master’s degree in a quantitative discipline is
preferred but not mandatory - Good knowledge of programming, e.g. SAS, R,
SQL,VBA, knowledge of Access, Microsoft Excel - Experience in data modelling and management,
integration and manipulation of large datasets is
an advantage - Familiarity with the mathematical methods used in
credit risk modelling is an advantage - Familiarity with the regulatory requirements in the
financial sector - Strong multi-tasking and project management
skills - Excellent English written and oral communication
skills
What we offer
- Exposure to interesting advisory projects
- Rapid knowledge development thanks to on-the-job trainings related to the area of expertise
- Opportunity to be a part of global work streams
and cross country projects - Attractive customized learning portfolio
(professional designations and international
certificates) - Continuous professional grow and progressive
career path