Quantitative Risk Professional
Description
Senior Quantitative Risk Manager We are seeking a seasoned Senior Quantitative Risk Manager to join our team. As a key member of our Model Validation Unit, you will be responsible for conducting and completing all validation procedures to ensure the model risk is correctly managed according to our policy and guidelines.About the Role You will assess the appropriateness and construction of models with respect to their current or planned use in order to determine the level of model risk associated, its assumptions, mathematical implementation, the underlying data and its system implementation.You will review appropriate model risk assessments consistent with the models' risk content and intended usage in order to produce a validation report according to the policy and format, including identification of model limitations, assumptions, conditions for model use and level of model risk.You will obtain and provide information on models, communicate model risk issues and suggestions during the validation process, reporting on findings to ensure effective two-way communication with the Model Owners/Developers/Users.Key Responsibilities Model Validation: Conduct thorough reviews of quantitative risk models to ensure they are aligned with regulatory requirements and company policies.People Management: Manage and motivate your team to deliver high-quality results and contribute to business performance.Policies, Processes, Systems and Procedures: Implement approved departmental policies, processes, and procedures, ensuring employee adherence and delivering required standards of service to customers and stakeholders.Continuous Improvement: Identify and implement change initiatives, programs, and projects that drive business growth and improve operations.Required Skills and Experience Minimum 5 years of experience in quantitative risk management, with excellent understanding of Basel II/III standards.Masters Degree in a Quantitative Science (Finance, Economics, Mathematics, Statistics, Actuarial Science, Financial Engineering or similar).Prior experience developing or validating risk models from end to end.Advanced programming skills using statistical/mathematical software, including MS Office (Word, Excel, Power Point, Outlook, Access), SAS, MATLAB, R, Python, VB or other statistical modeling software and database management languages such as SQL.Familiarity with financial statement analysis, planning, forecasting, and monitoring, as well as risk evaluation and management, statistical and predictive analysis.Benefits A competitive salary package, comprehensive benefits, and opportunities for professional growth and development.Others This role requires a strong analytical mind, excellent communication skills, and the ability to work effectively in a fast-paced environment.
Posted: 7th July 2025 10.52 am
Application Deadline: N/A
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