Junior Analyst: Quantitative Risk Modelling

JOB PURPOSE

Responsible for supporting quantitative analysis, balance sheet modelling efforts, and Funds Transfer Pricing (FTP) processes within the department. This role involves data analysis, model development, model validation, share price forecasting and back-testing of models, and monitoring of various quantitative risk models used for liquidity and market risk assessment and FTP. The Junior Analyst will work in a collaborative environment that encourages learning and professional growth, interacting with experienced professionals in the fields of risk management and finance.

This position offers an excellent foundation for a career in quantitative risk, modelling, and FTP, with opportunities for advancement and skill development within the corporation

ROLES AND RESPONSIBILITIES

• Assist in the development of quantitative risk models used for market risk measurement, including Value at Risk (VaR), stress testing, scenario analysis, and FTP models...