Financial Risk Modelling Analyst

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Financial Risk Modelling Analyst

  • Post Date:April 6, 2021
  • Views 318
0 Applications
  • Career Level Other
    Qualification Degree
    Experience 1-3 Years
  • Industry Business
Job Description

WE ARE HIRING, FINANCIAL RISK MODELLING ANALYST

An exciting career opportunity has arisen within CBZ Holdings Limited for the position of Financial Risk Modelling Analyst. If you are highly numerate, and have passion and drive for risk management within a large set up, this is a career opening for you.

The role – what we expect from you:

  • Carry out data cleaning and all relevant data preparation tasks related to modeling capital requirements;
  • Carry out model calibrations, under relevant supervision, using relevant software such as either R, Python, Eviews, MATLAB or other;
  • Model documentation as per governance framework;
  • Model review and diagnostics using appropriate back testing tools and techniques.
  • Prepare various reports related to model governance requirements.
  • Carry out data cleaning and all relevant data preparation tasks related to IFRS requirements; and predictive analytics task
  • Carry out research relevant to the models to be developed
  • Assist in the performing stress tests, back tests, scenario analyses and scenario generation in varied contexts;
  • Forecast macro-economic variables and financial rates for use in forward looking models.

Qualifications, Skills and experience required:

  • Degree in Mathematics, Actuarial Science, Physics, Engineering, Operations Research, Statistics or Economics.
  • Studying towards FRM, PRM, CFA, CQF or other an added advantage.
  • More than 1 years’ experience in risk management.
  • Strong analytical skills;
  • A fast learner;
  • Good computer skills, with working knowledge of using either R, Python, MATLAB, VBA and Advanced MS Excel;
  • Knowledge of EViews or any other Econometric Modelling Software;
  • Knowledge of Machine Learning theories and applications to business; and
  • Good verbal and written communication.

If you wish to be considered for this career opportunity email your detailed CV and proof of qualifications to: [email protected] not later than Monday, 12 April 2021