Quantitative Analyst

• 1 year experience in an analytical environment

Responsibilities:

• Implement and execute on MRM to the Power of N model managementof the future.
• Assessing the level of aggregate model risk in the Group.
• Maintaining the Group Model Risk Management Framework and Level 1Model Risk policy.
• Maintenance of a group-wide model inventory across the Company modeluniverse and contributing to the model inventory completeness.
• Contribute to the model risk scoring, model materiality and model riskappetite processes.
• Assisting with model risk ECap quantification and allocationSAS MRM (Companydigital embodiment of the MRM framework)maintenance and enhancement.
• Increase efficiencies through digitising risk and automating processes.
• Enable data visualisation through dynamic and interactive dashboards.
  Build relationships with stakeholders by networking through targeted andinformal interactions and consistent delivery of quality output to build trust.
• Ensure personal growth and enable effectiveness in performance of rolesand responsibilities through formal and informal learning activities and practical experience.
• Enable skilling and required corrective action to take place by sharingknowledge and industry trends with team and stakeholders during formaland informal interaction.
• Improve personal capability and stay abreast of developments in field ofexpertise by identifying training courses and career progression for selfthrough input and feedback from managers.
• Contribute to a culture conducive to the achievement oftransformational goals by participating in CompanyCulture buildinginitiatives (e.g. staff surveys etc).