
Senior Risk Specialist
2 days ago
This is an exciting opportunity to leverage your skills in financial risk management and contribute to the growth of a leading organization.
About the Role:
We are seeking a highly motivated and experienced Lead Financial Risk Professional to join our team. The successful candidate will be responsible for developing and validating risk measurement models, building frameworks for regulatory compliance, and implementing capital management strategies.
- Develop and validate risk measurement models for credit, market, and liquidity risk.
- Build frameworks to ensure regulatory compliance, including Basel, LIBOR transition, Risk-Based Supervision, IFRS 9, and IFRS 17.
- Implement regulatory change programs and design capital management strategies and tools.
- Develop and validate risk measurement models for credit risk management, covering credit rating/scoring methodologies, Basel IRB models, stress testing, and impairment models.
Key Skills and Qualifications:
- Strong knowledge of market risk concepts and metrics, including VaR, risk sensitivities, FRTB, and IRRB.
- Basel, SAS, regulatory reporting, and system implementation expertise.
- Process improvement using VBA, R, and Python.
- Stakeholder management and query handling.
- Knowledge of risk management strategies, including derivatives and stress testing.
- Valuation and independent price verification.
- Academic qualifications: post-graduate degree with CFA/FRM preferred or qualified CFA/FRM with a graduate degree.
What We Offer:
A dynamic work environment, opportunities for growth and development, and a chance to make a meaningful impact on the organization's success.
Join us in shaping the future of financial risk management.
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