Engage in quantitative model review and risk assessment of Credit Risk models
Take initiatives and responsibility of end-to-end delivery of a stream of Model Risk Management related deliverables for model reviews
Follow financial markets and business trends on a frequent basis to enhance the quality of Model Risk Management.
Write Model Risk Management findings in technical documents that could be used for presentations both internally (model developers, business unit managers) as well as externally (regulators).
Verbally communicate results and debate issues, challenges, and methodologies with internal audiences including senior management
Masters or Doctorate degree in a technical or quantitative finance-related area such as Statistics, Mathematics, Physics, Engineering, Quantitative Finance or Economics
Min 2 years+ of work experience in a Quant (Front Office, Risk or Model Developer) role
Good programming skills in Python and/or R, MATLAB, or similar programming languages
Familiarity with essential quantitative techniques used in financial and econometric models
Familiarity with popular machine learning techniques
Exposure to and experience in financial markets, products, and businesses is preferred
Experience in Validation of Credit Risk models in peer Banks is preferred
Relevant professional certifications like FRM, CFA, CQF are preferred
Strong written and verbal communication skills, including being comfortable debating issues and making formal presentations
Attention to detail and ability to work under pressure and cope with a fast-moving environment
Desire to work in a dynamic, team-oriented environment focusing on challenging tasks mixing fundamental, quantitative, and market-oriented knowledge and skills
You should have or be completing the following to apply for this opportunity.
Entry Pathway
Degree or Certificate
Minimum Level of Study
Bachelor or higher
Study Field
B
Accounting
Commerce
Finance
Business
Business Administration
International Business
Economics
E
Engineering & Mathematics (all other)
Engineering Management
Mathematics & Statistics
Graduate Success Stories
Graduate stories
One of the biggest challenges that I faced initially was being a graduate with no work experience as everyone around me had a lot of experience and understanding of how the company worked whereas I had just begun my professional journey.