Group Quantitative and Financial Risk Officer

About the role

The Group Quantitative and Financial Risk Officer is responsible for implementing quantitative risk frameworks across the OMZIL Group, collaborating with model risk, stress testing, capital management and regulatory teams.

Key responsibilities

• Implement and maintain quantitative risk policies, stress and scenario testing, financial risk management, capital management and ORSA/ICAAP frameworks.
• Research, analyse, code and document risk models for annual model reviews under senior guidance.
• Prepare performance metrics, impact analysis, root‑cause analysis and statistical analysis for business initiatives and regulatory changes.
• Provide advisory services on stress testing, model builds and quantitative projects to business units.
• Oversee model design, estimation, implementation, testing, documentation and ongoing maintenance.
• Champion quantitative risk reviews, annual KRI assessments and model validations across the group.
• Deliver training to improve quantitative risk culture and up‑skill colleagues.
• Highlight data quality issues and propose solutions, ensuring data integrity.
• Produce risk reporting with clear interpretations, identifying opportunities to enhance decision‑making.

Required profile

• First degree in Mathematics, Statistics, Quantitative Finance, Econometrics, Physics, Engineering, Financial Engineering or Actuarial Sciences.
• Post‑graduate degree or professional qualification in a related field is an advantage.
• Minimum five (5) years of experience in financial modelling or quantitative risk.

Required skills

• Quantitative modelling
• Statistical analysis