Market Risk Modeller
We are looking for a candidates who want to develop a successful career in financial modelling. You will play a crucial role in the development of methodologies for the measurement and management of market risks in the bank’s banking books. You will be introduced to the wide variety of topics and will visit colleagues abroad to present your results and assist with local quantitative challenges. You will get the opportunity to improve your coding skills and get training in state-of-the-art topics like machine learning.
You will be equipped to:
Develop and implement ALM models , Advise management about modelling topics , Present complex matter to a wide audience
The models that you develop will cover all products and geographical regions in the Bank’s portfolio.
Essential skills / experience:
A quantitative, academic degree (MSc or PhD), preferably in econometrics, mathematics or physics. Sound knowledge of financial engineering, statistical modelling (and tools) and econometric methods. Programming skills (Python, R or Matlab). Excellent communication and presentation skills .
ALM knowledge and experience. Familiarity with advanced statistical techniques like machine learning and deep learning.
Excellent career prospects, work environment and work-life balance!