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Senior Risk Quantification Specialist

1 month ago


Abu Dhabi, Abu Dhabi, United Arab Emirates Capital Bank of Jordan Full time

Key Responsibilities:

• Review and validate model assumptions and implementation.

• Develop and implement independent tests to ensure model accuracy.

• Recommend appropriate model reserves to mitigate model limitations and assumptions.

• Enhance existing Market Risk Models used for Value-at-Risk (VaR), Expected Shortfall (ES), and risk monitoring in various asset classes, including Interest Rates (IR), Foreign Exchange (FX), Equities, Commodities, and Credit.

Requirements:

• Strong understanding of risk modeling and quantification principles.

• Proficiency in programming languages and risk modeling tools.

• Excellent analytical and problem-solving skills.

• Ability to work in a team environment and communicate complex ideas effectively.