Group Quantitative and Financial Risk Officer

Tasks

• Advise on stress testing and model builds
• Assess key risk indicators adequacy
• Conduct quantitative risk reviews and validations
• Design estimate implement test document and maintain quantitative models
• Develop and maintain understanding of regulatory risk requirements
• Enhance financial risk measurement techniques
• Ensure quantitative risk controls align to policy and regulation
• Implement quantitative risk frameworks across group
• Oversee model documentation and controls
• Perform financial model validations from model inventory
• Perform root cause analysis and statistical analysis
• Prepare performance metrics and impact analysis
• Promote data quality and data integrity
• Provide risk reporting interpretations conclusions and opportunities
• Research analyze code and document risk models
• Train stakeholders on quantitative risk methods

Perks/Benefits

• N/A

Skills/Tech-stack

Basel III | C++ | Capital management | Data Analysis | Data Mining | ICAAP | IFRS 17 | IFRS 9 | Linear Regression | Model Validation | Nonlinear regression | ORSA | Optimization | Panel data | Panel data analysis | Python | Quantitative risk | R | Risk Modeling | Risk Reporting | Series forecasting | Solvency II | Stress Testing | Survival analysis | Time Series | Time Series Forecasting | VBA