Assistant Manager - Quantitative Risk & Research Analysis

We are a part of The Jamaica National Group Limited and together, we represent a globally respected brand, boldly finding ways to enrich lives and build better communities. Our core values make us who we are and are demonstrated in everything we do; rooted in RESPECT, we believe our everyday jobs contribute to something bigger than ourselves. We are dependable and pride ourselves in our authenticity and in the transparent solutions we create that bring value to our customers. 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. Job Category: Professional Contract: Assistant Manager 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