Executive, Risk Analytics & Modelling

Job Purpose:

Support the Risk Analytics & Modelling Unit in developing and implementing risk analytics, statistical models, and data driven insights to enhance market and liquidity risk management. Assist in risk assessment, data analysis, and reporting to ensure regulatory compliance and effective risk monitoring.

Key Responsibilities:

• Assist in the development and implementation of risk analytics and modelling techniques to support risk assessment processes.
• Conduct data extraction, transformation, and analysis to support market and liquidity risk evaluations.
• Develop reports and dashboards to visualize risk trends and provide insights for decision-making.
• Support independent market and liquidity risk assessments, ensuring alignment with internal risk frameworks and regulatory requirements.
• Assist in model validation, performance monitoring, and documentation of risk models.
• Collaborate with internal stakeholders to gather and analyze risk-related data for reporting and forecasting.
• Support continuous improvements in risk management processes, including identification, monitoring, measurement, and reporting.
• Maintain and manage risk databases, ensuring accuracy and accessibility for analysis.
• Provide support in scripting and automating data processes using tools like Python and SQL.

Requirements:

Qualification

• Degree in Data Science, Financial Mathematics, Actuarial Science, Risk Management, Finance, or related fields.
• PKMC, FRM, BRM, CFA, ACCA and relevant data-related certification is an advantage.

Experience

• Minimum of 1-3 years of experience in Market Risk (both Traded and Non-Traded) and Liquidity Risk, with exposure to data analytics.

Skills

• Basic programming skills in Python, SQL, or other data manipulation tools.
• Strong analytical skills with attention to detail.
• Familiarity with forecasting techniques and risk modelling methodologies.
• Ability to work with large datasets and develop visualization dashboards.
• Strong problem-solving skills and ability to communicate insights effectively.
• Understanding of regulatory requirements related to market and liquidity risk management.