Financial Risk 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. Devel...