Risk Modeler - ENO

Skills Required :

- Experience in Credit Risk or Market Risk Model Development

- Experience on Python or MATLAB

Description:

- Responsible for the development of the quantitative models to capture the risk (market, credit & liquidity risk) of investment products e.g. Equities, Fund Structures, Fixed Income and Structured Products.

- Responsible to run the annual calibration of quantitative risk models, development of a weighted risk score applied on investment products, data management (time series) for the calibration and the validation of the models.

- The possibility to grow into a job profile which is supported by regulatory needs (PRIIPs, MiFID, HKMA)

- Partnership with risk, portfolio and investment product specialists in order to assure quality of developed risk concepts.

- Preparation of analysis, special reports and presentations for different business associates.