Quantitative Risk Management Specialist
Vor 3 Tagen
We are seeking a highly skilled Quantitative Risk Analyst to join our Risk Management team. The successful candidate will be responsible for developing and implementing quantitative risk measurement methodologies across all financial risk types.
The ideal candidate will have a strong mathematical finance background and experience in designing, specifying, and implementing IT systems.
- Main Responsibilities:
- Contribute to the review, extension and enhancement of the Bank's risk models.
- Implement or prototype risk measurement approaches in IT systems.
- Document risk and valuation models.
- Define business and technical specifications for implementation by the IT team.
To be successful in this role, you will need:
- Excellent Understanding:
- Financial risk measurement and management, including quantitative models for risk and valuation.
- Strong mathematical finance skills, ideally with regard to fixed-income instruments, including derivatives.
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