Quantitative Analyst
Tasks
- Build asset liability management models
- Build liquidity risk models
- Build market risk models
- Conduct stress testing
- Develop and own quantitative risk models
- Interpret model results for executives
- Lead quantitative risk model design
- Perform economic capital modelling
- Perform interest rate risk in the banking book modelling
- Prepare and validate model data
- Support regulatory reporting
- Translate regulatory requirements into models
- Validate model assumptions and outputs
Perks/Benefits
- N/A
Skills/Tech-stack
AIRB | Asset-liability management | Basel III | Basel IV | Capital adequacy | Capital modelling | Economic Capital | Economic capital modelling | Exposure at Default | ICAAP | ILAAP | IRRBB | Interest Rate | Interest Rate Risk | Interest Rate Risk in the Banking Book | LCR | Liability management | Liquidity Risk | Loss Given Default | Market Risk | NSFR | Probability of Default | Python | R | Regulatory Reporting | SQL | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Honours Degree | Master of Science | PhD
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