Assistant Vice President Quant role Economic Capital Modelling

As an Assistant Vice President in Economic Capital Modelling, your role will involve the following key responsibilities: - Support global and regional Economic Capital production processes. - Run, maintain, and update monthly simulations using Moodys RiskFrontier or similar vendor models. - Standardize and align EC modelling parameters across the company's regions. - Conduct peer code reviews, automate production processes, and enhance model governance. In addition, you will be responsible for managing and refining credit risk appetite and concentration limit frameworks aligned to business strategy, assessing credit portfolio quality under changing economic and market conditions, and contributing to policy reviews and risk identification initiatives in coordination with global teams. Moreover, you will implement and enhance credit risk models (PD/LGD/EAD) to forecast stress losses, standardize data extraction across systems for credit portfolio modelling, and support model validation, stress testing, and scenario-based forecasting initiatives. The ideal candidate for this role will possess the following qualifications: Technical Skills: - Strong experience with Python/R/Pandas for data analysis and model development. - Proficiency with Git/Bitbucket for version control. - Experience with Monte Carlo simulations, stress testing, and credit loss forecasting. - Familiarity with regression, multivariate analysis, machine learning, and deep learning techniques. - Exposure to cloud computing (AWS) preferred. Experience & Education: - Bachelors or Masters degree in Computer Science, Engineering, Finance, or Quantitative disciplines. - 3+ years experience in credit analytics or risk modelling functions. - 2+ years in front-office support or related functions within a major bank, insurance firm, or financial institution. - Strong teamwork, critical thinking, and communication skills with the ability to lead and advocate analytical projects. If you are interested in this opportunity, please apply now or reach out for more details!,