Capital Planning and Risk Management Role
This role is a pivotal part of our risk management framework, responsible for the operationalization, calibration, and continuous maintenance of advanced financial risk quantification and projection models.
The successful candidate will drive the implementation of cutting-edge capital and financial risk methodologies across the organization, collaborating with various teams to ensure these frameworks are robust, understood, and effectively integrated into daily operations and decision-making.
Key responsibilities include capital planning and ICAAP, methodology implementation, process automation and optimization, and leveraging technical skills in Python and SQL to enhance the efficiency, accuracy, and scalability of risk reporting and analysis.
Requirements:
* Education: 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.
* Experience: A minimum of three years of relevant, hands-on experience in a financial risk management role, with demonstrable experience in capital management, stress testing frameworks, risk modeling, or ICAAP.
* Technical Skills:
o Professional proficiency in Python for data analysis, modeling, and automation.
o Strong command of SQL for complex data querying and manipulation.
o Advanced capabilities in Microsoft Excel.
* Language Skills: Full professional proficiency in English (both written and spoken) is mandatory.
Competencies for Success:
* Analytical Mindset: The ability to analyze complex problems, identify key issues, and develop effective solutions.
* Execution and Adaptability: The ability to manage multiple tasks, prioritize effectively, and adapt to changing circumstances.
* Collaboration and Interpersonal Skills: Excellent communication and interpersonal skills, with the ability to build strong relationships with internal stakeholders and external counterparts.