Full TimeMarket RiskEasy Apply
Posted 13 May 2026
Job description
Job Description: JD 1 : Quant Analyst
• Market Risk Role Summary: The Market Risk Quant Analysts will focus on market risk model development, validation, and compliance, ensuring that banks meet regulatory and risk management standards.
Key Responsibilities: Validate market risk models, including Value-at-Risk (VaR), Expected Shortfall, and Stress Testing frameworks. Develop and enhance models for FRTB (Fundamental Review of the Trading Book) compliance. Perform backtesting, sensitivity a…