Applications are invited from suitably qualified and experienced candidates to fill the following position which has arisen within the People’s Own Savings Bank.
QUANTITATIVE RISK MODELLING ANALYST
BASIC FUNCTION
Reporting to the Chief Risk Officer, the Quantitative Risk Modelling Analyst is responsible for measuring, analysing, monitoring and identification of risk through the production of sensitivity, simulation, stress testing, scenario analysis and optimisation modelling. His duties also include trend analysis on various scopes to enable management to make informed decisions.
KEY ACTIVITIES OF THE JOB
- Introduces and maintains effective model risk management in the bank
- Implements an effective modeling environment to promote and control the data quality, sound development, implementation and use of tools.
- Produces clear and comprehensive reports and documentation to aid in effective business decision making.
- Validates external and other third party data and parameter values and assess whether the data is representative of the bank’s situation.
- Engages with business to proactively identify potential market, operational and credit risk, as requested and or as deemed necessary through indicative analysis.
- Trains staff and management on modeling and related issues.
EXPERIENCE AND QUALIFICATION
- Bachelor degree in a quantitative discipline; Statistics, Mathematics or relevant profession (eg Actuarial Sciences)
- A Level including Mathematics/Statistics)
- A minimum of five years’ experience in a financial institution, or professional services firm with knowledge of regulatory Capital models under the Basel Framework.
- Proficiency in Microsoft Office Applications, IT, SQL and programming skills.
REMUNERATION
The position offers an attractive remuneration package commensurate with qualifications and experience.
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Job Application Details
APPLICATION DETAILS
Applications accompanied by a detailed CV should include the following information:
1. Full names (surname first)
2. Qualifications and experience (attach proof of qualifications)
Applications to be emailed to [email protected] and should reach us no later than 22 July 2022.
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