Assistant Manager – Quantitative Risk & Research Analysis

JN Bank seeks to recruit an Assistant Manager – Quantitative Risk and Research Analysis . The incumbent will support credit risk management through advanced analytics, econometric modeling, and IFRS 9 Expected Credit Loss (ECL) estimation. This role bridges quantitative research with financial risk strategy to deliver data-driven insights that inform provisioning, valuation, and investment portfolio optimization.

KEY RESPONSIBILITIES

· Support the development, monitoring, and enhancement of IFRS 9 models (PD, LGD, EAD)

· Conduct scenario analysis using macroeconomic forecasts, including stress testing and sensitivity analysis

· Analyze Significant Increase in Credit Risk (SICR) triggers and staging criteria

· Perform ongoing assessment of model inputs, assumptions, and outputs for IFRS 9 reporting and disclosures

· Develop econometric models, including regression, correlation, and time series forecasting

· Conduct research on financial markets, including monitoring credit rating changes from agencies such as S&P, Moody’s, and CariCRIS

· Provide forward-looking insights on factors impacting the valuation of sovereign and corporate bonds

· Perform investment portfolio analysis including valuation techniques (DCF, yield curves, spreads) and risk measures (duration, convexity)

· Analyze fixed income and equity portfolios to support strategic decision-making

· Develop and enhance risk reporting, dashboards, and analytics using tools such as Excel and Power BI

· Analyze large datasets and support automation of reporting processes

· Build and support stress testing frameworks and translate macroeconomic shocks into portfolio risk impacts

· Collaborate with Treasury and Risk teams and present analytical insights to senior management

· Support model governance, validation, recalibration, and documentation processes

· Assist with internal and external audits and ensure compliance with risk and reporting standards

REQUIRED QUALIFICATIONS, EXPERIENCE & ATTRIBUTES

· Bachelor’s degree in Economics, Finance, Mathematics, Statistics, or a related field

· Master’s degree is an asset

· Minimum of three (3) to five (5) years’ relevant experience

· Knowledge and experience in IFRS 9 and credit risk modeling is an asset

· Experience in econometric modeling and financial analysis

· Strong understanding of financial markets and investment instruments

TECHNICAL SKILLS

· Advanced proficiency in Microsoft Excel

· Experience with statistical tools such as STATA, Python, or R

· Experience with business intelligence tools (e.g., Power BI)

PERSONAL ATTRIBUTES

· Strong analytical and critical thinking skills

· High attention to detail and accuracy

· Excellent communication and presentation skills

· Strong stakeholder management and collaboration skills

· Sound professional judgment and problem-solving ability

APPLICATION CLOSING DATE: May 27,2026