Job Description

Undertake reviews and analysis across the portfolio for Market Risk. Undertake development or validation on classic quantitative models (investment risk, VaR, product pricing, etc) Key Responsibilities and Duties Market Risk Model Management Model Development and Validation Model Risk Assessment and Governance Educational Requirements University (Degree) Preferred Work Experience 3+ Years Required; 5+ Years Preferred Physical Requirements Physical Requirements: Sedentary Work Key Duties & Responsibilities : Provides guidance and counsel for the design, implementation and success of the modeling projects required by FRMM. Coordinates & collaborates with the team in the U.S. Manages performance of team through regular, timely feedback as well as the formal performance review process to ensure delivery of exceptional services and engagement, motivation and development of team. Demonstrated people leadership and management expertise to team of. Also, helps coach, review and delegate work to lower level team members. Works independently & under general supervision, utilizing tools and metrics for statistical data analysis and model validation processes that monitor and attempt to combat risk across the enterprise, as well as assist in developing strategies and processes to limit exposure to outcomes that could impede business operations. Provides assistance for data aggregation and analysis in support of existing and developing models. Recommends technology-based tools and product enhancement to perform statistical data analysis more efficiently and accurately. Has the necessary coding and statistical knowledge and experience to guide the direct reports to complete projects and liase with the team in the U.S. Problem Solving : The nature of the role requires the incumbent to posses strong management skills as well as analytic and quantitative skills and a proven ability to communicate effectively with a range of risk and business stakeholders. Functional Knowledge: In-depth knowledge of quantitative analytics and statistical modeling. Coding knowledge in Python, SQL, R, Matlab Financial market knowledge - knowledge of equity markets, bond markets, credit spreads and ratings Familiarity with fixed income pricing and equity pricing analytics Interactions / Interpersonal Skills: Ability to work well with others Ability to work with deadlines and inconsistent information Communicate clearly over Zoom Required Education: Bachelors in Commerce Specialization in Statistics, Finance, Mathematics, Engineering or the Physical Sciences Preferred Education: CFA, CA, Masters degree in Applied Mathematics / Statistics / Computer Science/ Physics / Engineering, Quant Finance or related field Required Experience: 7+ years