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Quantitative Analysis Officer

Reporting to the Quantitative Analysis Senior Manager, the chosen candidate will form part of the Bank's Capital Planning team and will work closely with the Risk, Treasury and Finance teams. The selected candidate will execute and implement models, stress tests, processes and governance for ICAAP, SREP, recovery plans, budgets, forecasts and business plans. The chosen candidate will also be responsible for reporting findings and formulating recommendations to Senior Management teams and governance committees.

Duties and responsibilities

  • Managing financial models and using robust quantitative analyses to assess the adequacy of Bank's position
  • Liaising with departments across the Bank to develop the Bank's business plan, forecasts and budget projections
  • Implementing process improvements on existing core team processes
  • Applying analytical skills to drive key analytics for senior management
  • Developing subject matter expertise in current and evolving regulations (LCR, NSFR and BASEL)
  • Liaising with teams across the company including Credit Risk Management, Treasury Management to project metrics under specific scenarios
  • Coordinating the development, maintenance and enhancement of econometric expertise and stress testing methodologies
  • Supporting stress testing initiatives
  • Developing best practice modelling techniques, ensuring comprehensive documentation and maintaining best of class model monitoring and outcome analysis
  • Contributing to the efforts of the model build process through the various approval committees throughout the Bank

Required knowledge, skills and experience

  • Bachelor's degree in Maths, Statistics, Physics, Engineering or Finance
  • Proficiency in Microsoft Excel
  • Knowledge of programming would be considered an asset
  • Finance, Banking or Financial Modelling experience would be considered an asset
*Dear Candidate, kindly note that this role is not managed by Castille. MeDirect, in this case, is responsible to manage the application process. In case of any difficulties, feel free to contact brand@castilleresources.com, and we will direct your query to the relevant contact at MeDirect.
 
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