Senior Quantitative Risk Specialist/ Operational Risk Specialist

Responsibilities:

• Provide support for development and documentation of parameter inputs
• Conduct econometric and statistical analysis of credit/market/operational loss
• Perform back testing,sensitivity testing, and stress testing of model parameters
• Critically review regulatory mandates and develop methods to estimate model parameters that meet regulatory requirements
• Write technical documentation
• Present results tosenior management and regulators
• Work with the information technology group to document business requirements and to ensure methodologies are accurately implemented in production systems
• Complete ad hoc assignments in the general areas of risk management and measurement

Requirements:

• Degree in finance,economics, mathematics, statistics, operational research, or a related field
• Over a year of relevant work experience
• In-depth understanding of multivariate statistics
• Knowledge of a statistical programming language such as SAS, Matlab, Stata, or R
• Experienced in working with large and complex data sets
• Strong written and verbal English communication skills
• Good project management skills and a demonstrated ability to work independently on complex projects
• Knowledge of Basel and stress test regulations

We offer:

• Competitive salary and benefits package
• International working environment
• Extensive training and development program
• Stable employment conditions