Senior Analyst Risk Model Validations
- Employer
- Qatar National Bank (QNB)
- Location
- Doha, Qatar
- Salary
- See description
- Closing date
- Mar 6, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Role Discription
- Ensure that outcomes of the analysis, models & reporting and Risk applications serve best to the business plan and the strategic direction of the Bank.
- Requires ability to function effectively in team environment, yet be a self starter and able to carry out tasks with initial guidance.
- Functions include quantitative and qualitative analytics and portfolio management for Credit Risk as well as ICAAP.
- An end-to-end liaison with external vendors for implementation, maintenance and enhancement of Risk and Portfolio Management applications, models and data services.
- Arrange and conduct user trainings for projects launched by Group Risk.
- Provide IT liaison, as applicable for development, testing and production of data required for portfolio management functions and applications.
- Provide analysis, presentations and Risk reporting to various internal audiences, including Group Risk & QNB Executive Management, as requested by department head.
- Build and maintain strong and effective relationship with all other related departments and units to achieve the Group's goals/ objectives.
- Coordinate with other departmental requirements such as Internal Audit etc.
- Cross benefit of the project outcomes to the various users in all Risk areas and other business units.
- Provide effective reporting tools for monitoring of investment exposures and timely and efficient reporting to senior management.
Qualifications
- Must have degree in Actuarial Science, Computing, Risk Management or / and quantitative field of study such as Statistics & Mathematics.
- 8 years or more relevant experience in financial services and / or quantitative modelling and / or finance.
- Preferred if the candidate has professional Risk certification especially FRM &/or CFA.
- Must have very strong Risk Management modelling skills such as Credit Risk Ratings, Probability of Default (PD) modelling, RAROC, Value at Risk (VaR) etc.
- Preferred if the candidate has hands-on experience for Algo RiskWatch, ACL model parameterization, and RiskFrontier-MKMV Model, SQL, SAS etc..
- Detailed knowledge of financial/banking markets and products and ability to model Risk requirements into quantitative solutions.
- Ability to work independently on multiple tasks and/or projects with the use of various IT tools and technologies.
- Excellent oral and written communication skills in English and ability to prepare reports, analysis and presentations for executive management.
- Proficiency in Risk concepts, banking products/ operations/ systems, pertinent regulatory requirements, International Accounting Standards and related pronouncements, including related best practices.
- Self-motivated Flexible team player and able to work and deliver under pressure.
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