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Open nowPosted 9 hours ago

Líder de Equipa, Risco de Mercado e Análise (m/f)

Workable (global search)107,745 open roles

Where
Maputo, Mozambique
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Your applicationOpen nowLíder de Equipa, Risco de Mercado e Análise (m/f)Workable (global search) · Maputo, Mozambique
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Early applications get read.

8.1% of postings close within 7 days. Measured by our own scanner across the market. Workable (global search) postings stay open a median of 2 days.

Share of postings closed within
  1. 1.7%1 day
  2. 3.6%3 days
  3. 8.1%7 days
  4. 15.0%14 days
  5. 33.9%30 days
This job: posted 9 hours ago

Workable (global search) median: 2 days open

The posting

Construção de Modelos

  • Desenvolver modelos quantitativos de risco utilizando técnicas estatísticas e matemáticas.
  • Construir modelos de Probabilidade de Incumprimento (PD), Perda Dada Incumprimento (LGD) e Exposição ao Incumprimento (EAD).
  • Desenvolver modelos de Perdas de Crédito Esperadas (IFRS 9).
  • Criar modelos de testes de stress e análise de cenários.
  • Desenvolver modelos comportamentais para depósitos, pré-pagamentos de empréstimos e rotatividade de clientes.
  • Construir e rever modelos de risco ICAAP, ILAAP e de Risco de Taxa de Juro.
  • Realizar análises de sensibilidade e retrotestes dos modelos.
  • Monitorizar o desempenho dos modelos e recomendar recalibrações sempre que necessário.

Análise de Dados

  • Extrair, limpar e analisar grandes volumes de dados.
  • Identificar tendências, padrões e factores de risco.
  • Realizar análises de carteira e segmentação.
  • Garantir a qualidade, consistência e integridade dos dados.

Relatórios de Risco

  • Desenvolver dashboards e relatórios de risco para apoio à gestão.
  • Apresentar conclusões aos Comités de Risco e à Gestão Sénior.
  • Traduzir análises complexas em informações claras e accionáveis para diferentes partes interessadas.

Conformidade Regulamentar

  • Apoiar os requisitos de Basel III e os relatórios regulamentares.
  • Garantir o cumprimento das exigências do Banco de Moçambique e de outros reguladores.
  • Preparar a documentação dos modelos para reguladores e auditores.
  • Participar em inspecções regulamentares e revisões de modelos.

Requirements

  • Licenciatura em Finanças, Economia, Estatística, Matemática, Gestão, Contabilidade, Ciência de Dados, Ciência da Computação, Engenharia Financeira, Ciências Actuariais ou áreas afins.
  • Um grau de Mestrado relevante será uma vantagem adicional.
  • Mínimo de 8 anos de experiência profissional no sector financeiro ou bancário.
  • Pelo menos 5 anos de experiência em Gestão de Risco de Mercado, Análise, Modelação Quantitativa ou áreas similares.
  • Experiência de liderança ou supervisão de equipas durante, pelo menos, 2 anos.
  • Experiência comprovada em análise de risco, modelação financeira e gestão de carteiras.
  • Conhecimento da legislação bancária e dos regulamentos aplicáveis ao sector financeiro.
  • Domínio de ferramentas analíticas como Excel Avançado, SQL, Power BI, SAS, R, Python ou MATLAB.
  • Forte capacidade de elaboração e apresentação de relatórios executivos.

Benefits

  • Oportunidade de fazer parte de uma Instituição global que lhe permite ter crescimento profissional.
  • Incentivamos a candidatura de mulheres nos nossos processos de recrutamento e selecção.

DATA LIMITE DE CANDIDATURAS: 12 DE OUTUBRO DE 2026

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