About our client
Our client is a financial institution with an impressive range of accounts and banking services with excellent standards of best practices.
About the role
Under commendable leadership, this dynamic department within the bank is growing their analytics team to expand coverage over risk models to provide analysis to facilitate strategic formulation of business processes.
The Quantitative Analyst role will be responsible to
- Plan and perform validation of model and/or methodology to mitigate significant and material model risk as well as quantitative modeling /risk analysis for market risk/traded credit risk quantification and other quant methodologies in a timely and accurate manner.
- Review model validation process to ensure conformity with regulatory standards and governance requirements.
- Liaise with users within business and risk to understand requirements for model development/validation purposes.
You will have
- Bachelor’s Degree in quantitative disciplines such as Financial Engineering, Actuary, Econometrics, Mathematics or Statistics.
- Certification in FRM or PRMIA will be an advantage.
- At least 4 - 6 years of working experience in related area.
- Pre-requisite knowledge in financial mathematics and financial instruments.
- IT programming knowledge (e.g. VBA, C++).
- Familiar with market practice on valuation and market risk quantification for financial instruments within traded and non-traded market risk.