Requires a Masters degree, or foreign equivalent, in Engineering, Finance, Mathematics, Physics, Statistics, Business Analytics or related field and 4 years of experience as Quantitative Risk Analyst, Manager or related position involving analytics and risk analysis at a global financial services institution. 4 years of experience must include Applying mathematical finance theories and techniques for quantifying financial risk, stress tests and portfolio profit and losses estimations, capital requirement calculation, including regulatory capital and internal economic capital; Statistical analysis, model development and forecasting; Advanced mathematics and statistics techniques including distribution analysis, time series analysis, statistical testing, scenario analysis; Credit Risk Management analysis, risk governance and risk management process and regulations; Technology infrastructure and reporting framework for implementation of analytical solutions and for quantification; SAS and SQL for data quality control, trend analysis. Proof of full vaccination against COVID19 required prior to commencing employment.
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