وظائف شاغرة لدى بنك الاسكان

Key Roles & Responsibilities :

• Create, develop and maintain stress testing methodologies for risks.
• Use techniques from quantitative risk management, financial mathematics and econometrics to develop, assess, and change models.
• Implement models in R and produce clear documentation for regulators.
• Bring new quantitative modeling ideas to our team to push ahead key projects.
• Interact and discuss with key stakeholders (senior model owner, business representatives, model validation teams, IT and model governance bodies).

Qualifications & Requirements:

• Bachelor’s or master’s degree in a quantitative discipline (e.g., Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance),
• Statistics or math combined with data analytics.
• Proven track record in risk modelling with expert knowledge of statistical and econometric methods.
• Good understanding of financial markets and the banking business, incl. knowledge of financial accounting.
• Strong analytical, conceptual and organizational skills with the ability to work to tight deadlines.
• Programming knowledge. Experience in writing code in a statistical or high-level programming language is essential.
• Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally.
• Experienced in creating your own models.
• Proficient in programming with statistical software (e.g. R, Matlab, Python, etc).
• Experience or knowledge in building risk models and stress testing models
• Familiar with programming languages such as SQL, or Python or R and excellent command of Excel including VBA.