Job Description
QUANTITATIVE RISK & DATA ANALYTICS)
Financial Services Sector
Our client, a premier financial institution, is looking for a qualified and experienced
candidate to fill the critical role of Chief Risk Analyst - Quantitative Risk and Data
Analytics. The incumbent will be responsible for analysing data to understand and
predict potential risks, often using complex models and simulations.

Duties and Responsibilities
Key Job Functions:
❖ Compute quantitative metrics and perform, at a minimum, impact analysis, root
cause analysis and statistical analysis for various business initiatives across
the Organisation.
❖ Provide advisory services at all levels on the various quantitative initiatives that
the various units within the organisation might want to pursue, this includes
stress testing and new or existing model validation.
❖ Oversee the development of models (that is, design, estimate, implement, test,
document and maintain quantitative models), whilst ensuring that adequate
documentation and controls are maintained for all models and methodologies
to enhance decision making.
❖ With oversight/guidance from the Head of Department, research, analyse, code
and document risk models for quantifying risks.
❖ Champion quantitative risk reviews and validations across the organisation, this
includes annual review and adequacy assessment of Key Risk Indicators,
targeted financial model reviews / validations as contained in the organisation's
model inventory.
❖ Provide training to various stakeholders to improve the risk culture and internal
skills around quantitative risk management. This includes up-skilling or re-
skilling of colleagues in the risk and modelling fraternities to embrace the future
of quantitative risk methods.
❖ Champion risk data quality and integrity by highlighting risk data quality issues
and suggesting appropriate solutions.
❖ Provide comprehensive interpretations, explanations, and conclusions based
on a set of analytic results, including identifying new opportunities to enhance
existing decisions and risk management processes using analytical and
statistical models and tools.
❖ Develop a model framework that will guide model development with the
organisation to ensure more consistent, comprehensive, and effective models.
❖ Assist the business with various financial risk deliverables, i.e. enhance existing
techniques and the development of new risk measurement techniques.


Qualifications and Experience
Requirements for the Job:
❖ Bachelor’s degree in relevant disciplines such as Financial Engineering,
Applied Mathematics and Statistics, Actuarial Science, Economics, or similar
qualifications from a recognized institution.
❖ A master’s degree preferably in a quantitative discipline, such as Data
Analytics, Financial Engineering is a requirement.
❖ Risk Management related professional certification e.g. FRM (Financial Risk
Manager), PRM (Professional Risk Manager), or CRM (Certified Risk Manager)
or CFA (Chartered Financial Analyst) is desirable.
❖ More than 7 years’ experience in Risk Management, Data Analytics or Financial
Modelling.
❖ Excellent managerial skills and ability to coach junior staff within the Team.
❖ Strong modeling, data analysis and mathematical skills demonstrated ideally in
designing/working on Internal Capital Adequacy or VaR models.
❖ Outstanding communication skills, both written and oral, with ability to
communicate complex issues in a clear and concise manner. Strong ability to
write effective presentations.