Quantitative Risk Analyst

Job Description

To provide expertise, advice and support to develop operational implementation plans and / or associated service delivery processes, in order to continuously enhance service delivery.

To play a key role in performing advanced data analysis, developing risk models, and providing actionable insights. To utilise deepened understanding of more complex risk management principles in work delivery.

• Are You Someone Who Can

• Develop, validate, and maintain models that measure and monitor counterparty exposures across trading products (derivatives and SFTs)
• Collaborate with front-office, credit risk management, legal and regulatory teams to ensure compliance with internal risk appetite, industry standards and regulatory guidelines
• Design reports that represent CCR risks to senior management, risk committees, and regulators
• Enhance existing models to ensure risks are appropriately captured and align with best practice, regulatory requirements and internal risk appetite
• Understand regulatory requirements pertaining to financial risk management and regulatory capital (SA-CCR, BA-CVA and SA-CVA), including relevant Basel frameworks and the Bank’s Act.
• Support the execution of strategic initiatives
• Provide expertise and guidance in the development of detailed and comprehensive risk reports, ensuring they are accurate, timely, and provide actionable insights.
• Provide mentorship and development opportunities for team members, fostering a culture of continuous learning and improvements
• Understand CCR exposures, monitor exposures against limits, appropriately escalate limit breaches
• Quantify CCR exposures through using simulation-based and analytical methods and ability to perform attribution of exposures
• Conduct portfolio risk reviews as well as stress testing and scenario analysis

• You Will Be An Ideal Candidate If You Have:

• Minimum education: BSc Honours in Financial Mathematics, Quantitative Risk Management, Actuarial Science, or equivalent. MSc, FRM, CQF are advantageous
• A minimum working experience of 5 years
• Coding skills are advantageous (example SQL, R, Python, etc.)
• Industry experiences in financial markets
• Regulatory knowledge Basel III/IV, SA-CCR, BA-CVA, SA-CVA and ISDA SIMM
• Analytical thinking, strong communications skills, good stakeholder management, ability to work under pressure and be adaptable

You will have access to:

• Opportunities to network and collaborate
• Challenging working
• Opportunities to innovate

We can be a match if you are:

• Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough
• Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it
• Love putting our clients at the forefront of what you do

Are you interested to take the step? We look forward to engaging with you further. Apply now!

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Job Details

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.

19/03/26