Job Description :
- To be successful in this role, you will have an interest in economic capital, stress testing, and enjoy complex problem solving coupled with an outstanding academic background in a quantitative discipline (finance, economics, engineering, statistics, maths).
- You will have 3-5 years of relevant experience in validation or development of capital or stress testing models, capital reporting or building frameworks.
- Experience working with programming languages such as R/Python and tools such as Power BI is desirable
- Model Validation or Model Development experience in financial risk and econometrics (Products like Loans, Leases, asset acquisitions, hedge funds etc)
- Well versed with Microsoft Office skills (Word/Powerpoint/Excel)
- Basic understanding of risk types (Credit/Market/Operational/Oplease/Asset Risk)
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