As a senior quantitative analyst, you will play a pivotal role in our institution's financial risk management framework. This is an opportunity to contribute directly to the institution's financial stability and strategic planning.
This position requires a highly motivated and analytical professional with a strong background in capital management, stress testing frameworks, and risk modeling. The successful candidate will have a minimum of three years of experience in a similar role and a Master's degree or PhD in a quantitative discipline such as Quantitative Finance, Mathematics, Physics, Actuarial Science, Data Science, or Engineering.
The ideal candidate will possess excellent technical skills in Python for data analysis, modeling, and automation, as well as a strong command of SQL for complex data querying and manipulation. Proficiency in Microsoft Excel and full professional proficiency in English are also essential.
We are seeking a team player with excellent communication skills, capable of building strong working relationships with internal stakeholders and external counterparts. The successful candidate will be able to manage tight deadlines, prioritize tasks efficiently, and react swiftly to new challenges without compromising on quality.
Key responsibilities include:
* Capital Planning & ICAAP: You will operationalize, calibrate, and maintain advanced financial risk quantification and projection models.
* Methodology Implementation: You will drive the implementation of cutting-edge capital and financial risk methodologies across the organization.
* Process Automation & Optimization: You will lead initiatives to automate and streamline financial risk quantification workflows.