
Chief Risk Measurement Model Developer
3 days ago
Unlock Your Potential as a Risk Management Specialist
- Developing and validating risk measurement models for credit, market, and liquidity risk is key to shaping the future of the region and beyond.
- You'll be responsible for building frameworks for regulatory compliance (Basel, LIBOR transition, Risk Based Supervision, IFRS9, IFRS17) and implementing regulatory change programs.
- Designing and implementing capital management strategies and tools will also be part of your role.
Strong knowledge of Market Risk Concepts and metrics, Basel, SAS, Reg Reporting, and System implementation are essential skills required.
Additionally, you will need to possess skills in process improvisation using VBA/R/Python, stakeholder management, query handling, and understanding of risk management strategies, including derivatives and stress testing.
A Postgraduate degree with CFA/FRM is preferable or qualified CFA/FRM with a Graduate Degree. We believe in empowering our colleagues to lead and grow professionally and personally.
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