Quantitative Risk Analysis Consultant
4 days ago
We are currently seeking a highly skilled and experienced Quantitative Risk Analysis Consultant to join our Risk Management Group. The ideal candidate will have a Bachelor's degree in Finance or IT and be proficient in VBA for data manipulation and report automation.
The successful candidate will be responsible for producing daily Market Risk reports – VaR, Risk Matrix, monthly stress figures, maintaining limits, validating market rates, handling market rates risk-related requests and enhancements, supporting other market risk teams and performing UATs on system releases and patches.
Responsibilities Include:
• Producing daily Market Risk reports – VaR, Risk Matrix, monthly stress figures
• Maintaining limits, monitoring limit breaches & high utilization with team members for timely ratification
• Validating market rates used for risk measures purposes
• Handling market rates risk-related requests and enhancements
• Supporting other market risk teams in ad-hoc / periodic reports
• Performing UATs on system releases and patches
Key Requirements:
Bachelor's degree in Finance / IT
Proficient in VBA for data manipulation and report automation
Flexible, positive and results-oriented attitude
Able to recognize issues and recommend changes to processes and approaches
Good interpersonal and communication skills
Able to work as a team
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