Quantitative Analyst

Responsibilities

• Perform validation of models to mitigate significant and material model risk as well as quantitative modeling / risk analysis for traded/ non-traded market risk quantification.
• Liaise with internal business users and risk teams to clarify and resolve queries or issues related to model development and validation.
• Liaise with external system vendors to clarify and resolve queries or issues related to model validation.
• Provide assistance to Supervisors on new product PRA and operational risk (OR) sign-off.
• Perform validation of models and methodologies used for risk quantification, ensuring work is completed in a timely and accurate manner.
• Conduct research and develop new quantitative modelling tools.
• Drive process improvement initiatives through automation and simplification.
• Undertake other ad-hoc tasks as assigned by Supervisors, the Head of Department, or Management from time to time. ...