Senior Quantitative Analyst: Capital Management
Tasks
- Aggregate economic capital models
- Analyze capital consumption and returns
- Automate reporting with analytical tools
- Conduct scenario analysis and stress testing
- Maintain and validate CAPM model
- Perform capital adequacy projection
- Prepare ICAAP reports
- Prepare regulatory submissions for Basel compliance
- Present capital analysis to senior management
- Support capital planning strategy
Perks/Benefits
- N/A
Skills/Tech-stack
Basel III | Basel IV | Capital adequacy | Data Analysis | Economic Capital | Financial Modeling | ICAAP | MATLAB | Python | R | SAS | SQL | Scenario Analysis | Stress Testing
Education
Associate Degree | Bachelor of Engineering | Bachelor of Science | High School Diploma | Master of Science | PhD
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