Financial Risk Analyst / Model Risk & Capital Markets Analyst

Job Summary:

We are seeking a detail-oriented and analytical professional to support model development, validation, and analytics within Capital Markets. The role involves building derivatives pricing models, statistical models, Liquidity and Treasury models, performing data-driven analysis, and supporting risk management, reviewing policies and procedures, understanding of ML and AI models is desirable.

Key Responsibilities:

Model Development & Validation

• Develop robust and comprehensive models using advanced statistical techniques and algorithmic programming.
• Perform and model validation and back-testing of existing models and identify strengths, weaknesses, and areas for improvement.
• Understanding of Model Risk Management, Model Inventory and Risk Controls
• Support documentation of model methodology, inputs, and outputs for audit and regulatory review.

Data Analysis & Reporting

• Aggregate, cleanse, and analyse large datasets to support model assumptions and validation processes.
• Develop streamlined model performance tracking and reporting dashboards.
• Conduct ad hoc analysis and reporting for Valuation & Analytics teams.

Risk Management & Financial Analysis

• Support risk management through statistical analysis and modelling of mortgage asset behaviour.
• Analyse hedge activity, including interest rate risk associated with financial instruments.

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• Assist in evaluating and structuring hedge programs.
• Leverage macroeconomic indicators to perform scenario analysis and stress testing.

Key Skills & Qualifications

• Masters/Bachelors in statistics, econometrics, or quantitative finance.
• Proficiency in programming (e.g., Python, R, SAS, or similar).
• Experience with large datasets and data analysis tools.
• Knowledge of capital markets, mortgage assets, and risk management concepts preferred.
• Strong analytical thinking, problem-solving, and communication skills.
• 2-3 Years of experience in Consulting/Investment Banking/Asset Management firms