VACANCY: Quantitative Risk Modelling Analyst – POSB

VACANCY: Quantitative Risk Modelling Analyst – POSB

Reporting to the General Manager Risk, Security & Investigations.

• Introduces and maintains effective model risk management in the bank.
• Implements an effective modelling environment to promote and control the data quality, sound development, implementation and use of models.
• Develop models/Analytics tools to monitor, profile and explain internal and external environmental trends.
• Produces clear and comprehensive reports and documentation to aid documentation to aid in effective business decision making.
• Assists in the establishment of a sound, effective and independent model validation process.
• Validates external and other third party data and parameter values and assesses whether the data is representative of the bank’s situation.
• Engages with business to proactively identify potential market, operational and credit risk, as requested and or as deemed necessary through indicative analysis.
• Trains staff and management on modelling and related issues.

• Bachelor degree in a quantitative discipline; Statistics, Mathematics or relevant professional qualification.
• A minimum of five years’ experience in a financial institution, or professional services firm with knowledge of regulatory Capital models under the Basel Framework.
• Proficient in Microsoft Office Applications.

The position offers an attractive remuneration package commensurate with qualifications and experience.

Applications accompanied by a detailed CV should include the following information:
• Full names (surname first)
• Qualifications and experience (attach proof of qualifications)
Applications to be emailed to and should reach us no later than 19 October 2017.

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