إنتهت صلاحية هذا الإعلان الوظيفي لقد إنتهت صلاحية هذا الإعلان الوظيفي و هو غير مفتوح حاليا لأي طلبات عمل.
إرفاق
وصف الوظيفة
Develop, implement and maintain the Market Risk policy, methodology and procedures to support market risk compliance and quantitative analytics model development.
Partner with the business units to identify potential risks, provide advice and counsel, and conduct an appropriate level of risk review. Proactively identify areas of emerging model risks and strategize on risk mitigation efforts.
Keep abreast of developments in quantitative risk management and industry best practices in model validation.
Develop and execute a model validation schedule according to model ranking criteria.
Oversee validations of various models including establishing the model validation scope, assessment of model conceptual soundness, evaluation of data and assumptions, testing model computational accuracy, and performing outcomes analysis and communicating results.
Develop the market risk management framework that defines the risk management tools, metrics and practices used for reporting and monitoring, setting independent thresholds and determining an appropriate escalation process.
Implement controls to ensure the completeness and accuracy of the risk measurements and positions/exposure reporting.
Perform and/or coordinate ad-hoc stress tests as required.
Manage the efficient and timely completion of market risk management and analytical projects.
Manage and provide leadership to the Quantitative Model Analysts.
Produce regular market risk reports which monitor factor sensitivity, VAR and issuer exposures against independent market risk limits.
Devise and improve processes to aggregate factor sensitivity (market risk) and issuer risk across various trading platforms. Evaluate redundancies and inefficiencies in daily tasks to continually improve productivity.
المهارات
Ability to produce high quality accurate work under pressure and tight deadlines.
Excellent written and verbal communication skills, including ability to provide clear and comprehensive written and verbal responses, and “make complexity simple”.
Ability to work well in a global team
Establish working relationships and build partnerships
Willingness to question and challenge the status quo and propose alternative approaches
Proven business analysis skills with good attention to detail
Proven team player with a flexible approach; self-starter
Understanding of statistical concepts and data analysis or a track record that demonstrates high aptitude to learn these skills
Strong conceptual and quantitative problem solving skills and ability to think creatively
Data Analysis Background and usage of Statistical Modeling tools such as SAS, SPSS, Matlab, R… is highly appreciated.
Regulatory Reporting history with knowledge of Basel and/or IFRS standards is highly recommended
المؤهلات العلمية
Risk Management ,Business Intelligent >