AVP - Risk Modeller - Quant Analyst

Opening - Risk Modeler

We offer:

- Development of macros and financial models using a variety of quantitative techniques ranging statistics, econometrics and time series analysis utilized for Group Wide stress testing

- The model development, documentation and validation should adhere to SR 11-7 standards

- Communicate complex modelling and statistical concepts to senior levels of internal management

- Understanding and interpretation of data including data gathering and cleaning to ensure data is fit for use

- To contribute in the design and calibration of forward looking internal and regulatory stress testing scenarios

You offer:

- Excellent financial/statistical modelling skills with a strong quantitative background - Graduation from a top tier technology or management institute

- Strong knowledge of statistical concepts

- Significant experience across asset class

- Knowledge of statistical packages (such as R) is a plus

- 4+ years of relevant experience

- Excellent communication skills