Lead CAT

Do you have previous experience, and are looking for a new opportunity? If so, continue reading the below!

GCS Malta is looking for a Lead CAT to work with a leading bank in Malta.

Your Responsibilities

• Validating financial/risk models (e.g., IFRS 9) through quantitative analysis.
• Engaging with stakeholders in Finance, Credit, and Risk functions.
• Building challenger models to validate primary model outputs.
• Specifying data requirements for model analysis.
• Conducting research to support financial model proposals.
• Leading and mentoring team members.
• Replicating and back
• testing financial models (e.g., IFRS 9).
• Developing additional models and sub
• models as needed.
• Presenting insights to support decision
• making.
• Ensuring compliance with regulatory requirements.
• Staying updated with industry best practices and tools (e.g., R, SAS).

Required Skills

Preference will be given to candidates with knowledge of additional coding languages and relevant qualifications or CPD certificates in the field or management. This role requires strong analytical and communication skills, as well as a commitment to staying continuously updated on relevant areas.

Qualifications and Experience

The ideal candidate should have an MQF Level 7 Master's Degree in Mathematics, Econometrics, or Statistics, along with at least 5 years of experience in risk quantitative model development or validation in financial services, including data analysis, model assumptions, selection, and back-testing.

What are you waiting for? Apply now!