Role Overview
The Quantitative Risk Analyst plays a pivotal role in the organization's Enterprise Risk Management (ERM) framework, responsible for developing and maintaining risk models.
Main Responsibilities:
* Monitor the performance of risk measurement methodologies and models within a dynamic global environment.
* Ongoingly optimize analysis tools and methods to ensure increased efficiency in model monitoring through regular backtesting exercises.
* Present performance monitoring results during high-level model oversight committees.
* Ensure procedures are updated and coordinate review of backtesting results with Validation teams.
Key Skills and Qualifications:
* A degree in statistics and mathematics or equivalent specialization in Data Science is required.
* At least 2 years of experience in Risk management, focusing on technical and regulatory aspects in banking, preferably in Investment Banking or consulting.
* Advanced knowledge of Mathematics, statistics, and econometrics, complemented by expertise in programming languages such as SAS, Python, and C++.
* Fluency in English is essential.
The ideal candidate will have strong analytical skills, be able to work independently, and possess excellent communication skills. They must also be proficient in data analysis and modeling techniques.