Being a member of our Risk Management team, you’ll work to protect the safety and soundness of our systems and are responsible for identifying, managing, measuring and mitigating a spectrum of key risk types including credit, market, liquidity, systemic, operational and technology in all existing and new products, activities, processes and systems.




The candidate is primarily responsible for designing, developing, testing, and maintaining stress test models or tools and performing Stress Test related analyses and reporting.


Design and implement stress testing scenarios

Perform analytical analysis such as attribution analysis to explain stress testing risk metrics results

Conduct quality assurances and controls on data

Maintain stress testing related functions in QRM’s Production System, including setting up scheduled jobs to perform stress testing calculations

Aligns risk and control processes into day-to-day responsibilities to monitor and mitigate risk; raises to next level appropriately

Talents needed for success:


1+ years of hands-on experience in quantitative analysis, preferable in credit risk or market risk modeling

Minimum 3 years of related work experience

Excellent communication skills, both oral and written.

Must have excellent interpersonal skills

Self-motivated and able to work independently.

Have a general knowledge about the financial market, products, risk management (such as VaR modeling) and risk metrics (such as back testing).

Solid programming skills in data processing language such as SQL, Python. R, Matlab are pluses.

Must have a Ph. D or a Master’s degree in a quantitative field, preferably in applied economics, econometries, statistics or financial engineering.