AVP Risk Quantification Specialist

2 weeks ago


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

Review and validate the assumptions and implementation of risk models to ensure accuracy and reliability.

Develop and implement independent tests to verify the effectiveness of risk models.

Recommend and implement appropriate model reserves to mitigate potential risks and limitations.

Enhance and refine existing market risk models used for Value-at-Risk (VaR), Expected Shortfall (ES), and risk monitoring in various asset classes, including Interest Rates, Foreign Exchange, Equities, Commodities, and Credit.

Collaborate with cross-functional teams to integrate risk models into the bank's risk management framework.



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