Financial Risk Expert Role:
We are seeking a highly motivated and analytical professional to join our Capital Management & Stress Testing unit. This key role will be at the heart of our risk management framework, contributing directly to the institution's financial stability and strategic planning.
This is an excellent opportunity for a quantitative professional looking to make a significant impact within a leading organization.
Your Impact & Responsibilities:
* Capital Planning & ICAAP: Play a pivotal role in core capital planning processes, particularly the Internal Capital Adequacy Assessment Process (ICAAP). You will be responsible for operationalizing, calibrating, and continuously maintaining advanced financial risk quantification and projection models.
* Methodology Implementation: Drive the implementation of cutting-edge capital and financial risk methodologies across the organization. Collaborate with various teams to ensure these frameworks are robust, understood, and effectively integrated into daily operations and decision-making.
* Process Automation & Optimization: Lead initiatives to automate and streamline financial risk quantification workflows. Leverage technical skills in Python and SQL to enhance efficiency, accuracy, and scalability of risk reporting and analysis.
Requirements:
* Educational Background: A university degree is required, with a strong preference for a Master's degree or PhD in a quantitative discipline such as Quantitative Finance, Mathematics, Physics, Actuarial Science, Data Science, or Engineering.
* Professional Experience: A minimum of three years of relevant experience in a financial risk management role is essential.
* Technical Skills:
o Proficiency in Python for data analysis, modeling, and automation is mandatory.
o A strong command of SQL for complex data querying and manipulation is also necessary.
o Advanced capabilities in Microsoft Excel are beneficial.
* Language Skills: Full professional proficiency in English is mandatory.
Key Competencies:
* Analytical & Problem-Solving Mindset: Possess a disciplined and structured approach, balanced with creativity and lateral thinking needed to tackle complex problems and troubleshoot issues effectively.
* Execution & Adaptability: Thrive in a fast-paced environment, demonstrating ability to manage tight deadlines, prioritize tasks efficiently, and react swiftly to new challenges without compromising on quality.
* Collaboration & Interpersonal Skills: Be a natural team player with excellent communication skills, capable of building strong working relationships with internal stakeholders and external counterparts.