Job :
We are looking for a Senior Risk Management Analyst to join our Global Risk Management department. If you are motivated and wish to grow in a stimulating environment, this opportunity is for you!
Your mission:
As a Senior Risk Management Analyst, you will actively contribute to the design, calibration, and maintenance of internal rating models for both the bank and its local and international subsidiaries.
Your responsibilities will include:
• Designing internal rating models.
• Processing and analyzing data necessary for modeling, particularly using SAS software.
• Monitoring, tracking, and conducting backtesting and calibration exercises for internal rating models.
• Performing simulations and developing models for pre-validation of rating systems.
• Contributing to risk management-related projects (rating tools, etc.)
• Conducting various studies on ratings and producing reports on its mapping.
• Participating in the training and supervision of junior analysts.