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