Senior Quantitative Analysis Officer

  • Quad Consultancy
  • Malta
  • Apr 05, 2020
Full time Analyst Jobs Banking Jobs Finance Jobs Quantitative Jobs

Job Description

Our client, working in the Banking Sector is looking for a Senior Quantitative Analysis Officer to join their growing, dynamic team

Main Duties
  • Using tools and knowledge to assist the production team in implementing advanced IRR analytics
  • Supporting the IRR reporting/production team, model risk, internal audit, Risk Oversight and Control groups
  • Being a subject matter expert of interest rare risk (RR) for specific product categories, including Underlying source data analytics, product attributes, LOB models and product forecasts (ICAAP, Budget, Risk Apetite)
  • Provide information to other departments within the bank and external parties
  • Develop, improve and implement product cash flow models
  • Support in IRR analysis and presentations to senior management, risk oversight and external regulators
  • Executing on ad-hoc tasks
  • Maintaining, managing and developing the Bank's budget model
  • Assisting in the preparation of the Bank's short-term and long-term forecast
  • Assisting in presentations for use by senior management as necessary
  • Using code and programming to investigate and analyse product and firm level of interest rate risk metric
  • Working on regulatory reporting for higher banking institutions
  • Prepare appropriate documentation to support risk assessments and testing

  • Bachelor's Degree in Finance, Maths, Physics, Engineering or IT
  • Proficient in Microsoft Excel
  • Fluent in English
  • Strong analytical skills and time management skills
  • Previous experience in a similar role will be given preference