Junior Quantitative – Economic Capital recruitment
Responsibilities
- Advance the modelling
- Ensure adequate mathematical modelling
- Reduce System and key man risks within the unit
- Accurate Quant of Economic Capital (under Base Case and Scenarios)
- Comprehensive Capital and portfolio analytics.
- Regular compliant pillar 2 reports (forward looking)
- Adequate info on Capital allocation and utilization for Risk Adjusted performance management
- Prepare the Bank for Basel 3
Must have the following experience
- Focus on Credit and Interest Rate Risk
- Capital and portfolio Management
- Model Validation and monitoring
Background:
- Maths
- Physics
- Computer Science
June 16, 2012
• Tags: Junior Quantitative – Economic Capital recruitment, Quantitative Analytics careers in the UAE • Posted in: Financial