Senior Risk Quantitative Analyst – Regulatory & Financial Risk
Deloitte
full-time
Posted on:
Location Type: Office
Location: Kuala Lumpur • 🇲🇾 Malaysia
Visit company websiteJob Level
Junior
Tech Stack
PythonVBA
About the role
- Support quantitative modelling for complex and evolving areas such as Climate Risk Stress Testing and AI Model Validation.
- Support quantitative analysis for Credit Risk, Markets & Treasury products/models as well as Capital Methodology (e.g. FRTB, SACCR).
- Support IFRS 13 & IFRS 9 complex instrument valuation projects and answering questions from audit engagement teams.
- Support the development of material for industry consultations and thought-leadership on regulatory matters.
- Assist the team in developing technical solutions and/or value adding propositions.
Requirements
- Possesses a degree, preferably in Actuarial Science, Statistics, Mathematics, Physics, Financial Engineering, or a related field.
- A minimum of 1 year prior experience in a prior Banking or Consulting quantitative role (e.g. FO Quant, Model Validation or Capital Methodology quant)
- Cross-asset derivatives pricing knowledge including awareness of Regulatory capital and XVA methodologies is a plus.
- Alternatively domain knowledge in Credit and/or Climate Risk.
- Proficient in either Python, C++ or C# with financial library development experience.
- Additional coding experience in R and VBA also advantageous.
- Solid analytical, writing and communication skills and ability to work independently.
- Team player with high personal standard of ethics, integrity and commitment to fulfilling the objectives of the position.
Benefits
- Health insurance
- Professional development opportunities
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
quantitative modellingAI Model ValidationCredit Risk analysisFRTBSACCRIFRS 13IFRS 9PythonC++C#
Soft skills
analytical skillswriting skillscommunication skillsindependenceteam playerethicsintegritycommitment