Director/Head - Risk Quantitative Modeling - Credit Methodology & Stress Model Confirmation Team - BFS

Role : 

 For our Credit Methodology and Stress model confirmation team we're looking for an experienced risk model specialist who can:

a. Set up, lead and further develop our centralized risk model confirmations team

b. Ensure model confirmations are carried out in line with the relevant policies and guidelines

c. Represent the confirmation results to the relevant internal partners

d. Provide senior advice to the team on methodology-related aspects

- Working together with our colleagues of the global Risk Methodology team it is our role to employ the latest quantitative techniques to ensure that our risk control models are fit for purpose and meet all regulatory requirements. It's an opportunity to work with and learn from some of the sharpest minds in risk control.

Must have:

- A Master's or degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Mathematics, Computational Science, Physics)

- Strong of experience in a risk modeling environment together with knowledge of regulatory practices

- Knowledgeable in quantitative risk modeling and statistical data analysis

- Profound leadership experience in a quantitative environment

- Sound knowledge of statistical and econometric methods and their application as well as a general understanding and interest in (macro-) economic mechanisms and their influence on financial markets

- Proficiency with statistical software (e.g. R, Matlab)

- Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally

- A can-do attitude to get the problem solved as part of an international team

Shalini Rana