Duties and Responsibilities

-Carry out all relevant data preparation tasks related to modeling specified financial risk metrics.
-Carry out model calibrations, under relevant supervision, using software such as R, Python, MATLAB or other.
-Carry out model documentation as per governance framework and best practice.
-Carry out all relevant data preparation activities related to the predictive analytics task and carry out research relevant to the models to be developed.
-Carry out all relevant data preparation tasks related to IFRS requirements.
-Carry out research relevant to the models to be developed.
-Assist in the performing stress tests, back tests, scenario analyses and scenario generation in varied contexts and forecast macro-economic variables and financial rates for use in forward looking models.

Qualifications and Experience

-A Bachelor’s degree in any of Actuarial Science, Mathematics, Physics, Operations Research or Statistics.
-Studying towards an actuarial qualification, FRM, PRM, CFA, CQF or other an added advantage.
-Experience working in a medium to large financial services company in the banking and/or insurance sector.
-Knowledge of Machine Learning theories and applications to business.
-At least 1 years’ experience in risk management and/or quantitative job function in a financial institution.
-Very strong analytical skills.

If you meet the above criteria, you are the ideal person we are looking for.