HO - QUANTITATIVE RISK MODELING EXPERT

About the Role

We are looking for a Quantitative Risk Modeling Expert to develop and manage risk models, leveraging data analytics and machine learning to support risk measurement and decision-making in a banking environment.

Key Responsibilities

• Develop, validate, and enhance risk measurement models (Basel II/III compliant)
• Apply AI / Machine Learning techniques for risk analysis and forecasting
• Perform model validation, backtesting, and performance monitoring
• Analyze large datasets and generate risk insights and reports
• Collaborate with Risk, IT, and Business teams to implement models
• Support regulatory and internal risk reporting & compliance

Requirements

• Bachelor's degree in Finance, Mathematics, Statistics, IT, or related fields
• 2+ years in Risk Modeling / Risk Analytics / Data Science
• Experience in banking or financial services preferred
• Strong knowledge of Basel frameworks and risk models
• Proficiency in Python / R / SQL
• Understanding of Machine Learning algorithms