Senior Analyst Risk Model Validations

  • Salary: See description
  • Location: Doha, Dawhah, Qatar
  • Job Type: Full time
  • Company: Qatar National Bank (QNB)
  • Updated on: 18 Feb 19

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Role Discription

  • Ensure that outcomes of the analysis, models & reporting and Risk applications serve best to the business plan and the strategic direction of the Bank.
  • Requires ability to function effectively in team environment, yet be a self starter and able to carry out tasks with initial guidance.
  • Functions include quantitative and qualitative analytics and portfolio management for Credit Risk as well as ICAAP.
  • An end-to-end liaison with external vendors for implementation, maintenance and enhancement of Risk and Portfolio Management applications, models and data services.
  • Arrange and conduct user trainings for projects launched by Group Risk.
  • Provide IT liaison, as applicable for development, testing and production of data required for portfolio management functions and applications.
  • Provide analysis, presentations and Risk reporting to various internal audiences, including Group Risk & QNB Executive Management, as requested by department head.
  • Build and maintain strong and effective relationship with all other related departments and units to achieve the Group’s goals/ objectives.
  • Coordinate with other departmental requirements such as Internal Audit etc.
  • Cross benefit of the project outcomes to the various users in all Risk areas and other business units.
  • Provide effective reporting tools for monitoring of investment exposures and timely and efficient reporting to senior management.

 

Qualifications

  • Must have degree in Actuarial Science, Computing, Risk Management or / and quantitative field of study such as Statistics & Mathematics.
  • 8 years or more relevant experience in financial services and / or quantitative modelling and / or finance.
  • Preferred if the candidate has professional Risk certification especially FRM &/or CFA.
  • Must have very strong Risk Management modelling skills such as Credit Risk Ratings, Probability of Default (PD) modelling, RAROC, Value at Risk (VaR) etc.
  • Preferred if the candidate has hands-on experience for Algo RiskWatch, ACL model parameterization, and RiskFrontier-MKMV Model, SQL, SAS etc..
  • Detailed knowledge of financial/banking markets and products and ability to model Risk requirements into quantitative solutions.
  • Ability to work independently on multiple tasks and/or projects with the use of various IT tools and technologies.
  • Excellent oral and written communication skills in English and ability to prepare reports, analysis and presentations for executive management.
  • Proficiency in Risk concepts, banking products/ operations/ systems, pertinent regulatory requirements, International Accounting Standards and related pronouncements, including related best practices.
  • Self-motivated Flexible team player and able to work and deliver under pressure.