Assistant Manager - Quantitative Risk & Research Analysis

Tasks

• Analyze SICR triggers
• Analyze equity portfolios
• Analyze financial markets
• Analyze fixed income portfolios
• Analyze staging criteria
• Analyze yield curves
• Assess model inputs assumptions outputs
• Automate reporting using analytics
• Build risk dashboards
• Build risk reporting
• Build stress testing frameworks
• Compute bond spreads
• Compute convexity
• Compute duration
• Conduct scenario analysis
• Develop IFRS 9 models
• Develop econometric models
• Enhance IFRS 9 models
• Estimate ECL
• Monitor IFRS 9 models
• Monitor credit rating changes
• Perform DCF valuation
• Perform model governance validation recalibration documentation
• Perform sensitivity analysis
• Perform stress testing
• Provide forward looking valuation insights
• Run regression analysis
• Run time series forecasting
• Support external audits
• Support internal audits
• Translate macroeconomic shocks to portfolio risk

Perks/Benefits

• N/A

Skills/Tech-stack

Bond spreads | Convexity | Correlation Analysis | Credit Rating Monitoring | Credit Risk | Credit rating | Credit risk modeling | DCF Valuation | Data Analysis | Data Automation | Duration | ECL | Econometrics | Excel | Financial markets | Financial markets analysis | IFRS 9 | Macroeconomic forecasting | Power BI | Python | R | Regression Analysis | Risk Modeling | Sensitivity Analysis | Series forecasting | Stata | Stress Testing | Time Series | Time Series Forecasting | Yield curve