Financial & Data Modeler

About the role

DFCU Bank is seeking a Financial & Data Modeler to join its risk analytics team in Kampala. The role focuses on building, validating and maintaining quantitative models that support credit, market, operational and liquidity risk management.

Key responsibilities

• Design, develop, validate, and enhance financial risk models (e.g., AIRB, IFRS 9, VAR, EAR, pricing models).
• Collaborate with forecasting, stress‑testing and machine‑learning teams to integrate model outputs into business decisions.
• Train end‑users and produce comprehensive documentation, including development plans, technical notes and user guides.
• Ensure models comply with the bank’s model development policy, data‑governance framework and service‑level agreements.
• Monitor industry best practices and incorporate new techniques into the model portfolio.

Required profile

• Bachelor’s or Master’s degree in Mathematical Finance, Financial Engineering, Mathematics, Statistics, or Quantitative Economics.
• Professional qualifications such as FRM, CFA or ACCA are a plus.
• 1–2 years of experience in credit‑risk or market‑risk model development or validation at a major financial institution.
• Strong mathematical and statistical background with knowledge of risk methodologies (PD, LGD, EAD, VAR, Economic Capital).

Required skills

• Proficiency in Python, R, SQL and Visual Basic.
• Experience with model calibration, stress‑testing techniques and data‑analytics tools.