Quantitative Risk Management (Finance)

TL;DR

Quantitative Risk Management (Finance): Enhancing credit risk oversight infrastructure and improving existing models and methodologies with an accent on data validation and credit risk management. Focus on strengthening credit methodology, supporting asset allocation, and measuring potential capital at risk.

What you will do

• Enhance credit risk oversight infrastructure and improve existing models and methodologies.
• Ensure and maintain robust data validation processes.
• Strengthen the organization's bench strength in credit methodology and oversight.
• Support asset allocation and the measurement of potential capital at risk.
• Contribute to Asset Liability Management (ALM), Interest Rate Risk, and Credit Risk Management functions.
• Collaborate closely with Credit Risk and Financial Risk teams to create greater resiliency.

Requirements

• Strong background in quantitative risk management and credit oversight.
• Experience in improving risk models and methodologies.
• Proficiency in data validation processes.
• Knowledge of Asset Liability Management (ALM) and Interest Rate Risk.