Risk Modeller - Financial Institution

You'll be a good match, if you satisfy the below criteria:

- Relevant undergraduate or postgraduate degree in economics, science, technology, mathematics, engineering or other logical field is essential

- At least 2 years financial sector experience, preferably with hands-on risk modelling (credit/market risk) within an investment bank or large commercial bank, an industry association or hedge fund

- Excellent quantitative and statistical modelling skills, specifically a deep understanding of OLS and Logistic regression techniques

- Proven experience of working with R/Python/SAS

- Proven ability to work well in a team and produce high quality, accurate work, under tight deadlines

- High level of integrity, sense of urgency, attention to detail and quality standards

- Experience of PD, LGD and CCF models would be an asset, preferably from within a risk management department. Some experience in banking regulatory capital, Basel II/III, stress testing would be advantageous.

- FRM/ CFA certification would be an advantage.

- Dedication to fostering an inclusive culture and value diverse perspectives