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