Quantitative Analyst
2 months ago
Duties and Responsibilities:
- Develop and maintain PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) models.
- Lead the end-to-end model development process, from data collection to implementation and monitoring.
- Validate, back-test, and ensure compliance with regulatory standards.
- Utilize Moodys Risk tools for model implementation and evaluation.
- Collaborate with stakeholders to align models with business needs and risk strategies.
- Provide insights and recommendations to senior management based on model outputs.
- Continuously monitor model performance and refine methodologies as necessary.
- Ensure adherence to best practices in credit risk model development.
Qualifications:
- BSc in Mathematics, Actuarial Science, Statistics (Honours preferred).
- 3-5 years of experience in credit risk model development.
- Strong proficiency in Python, R, and SQL.
- Experience with Moodys Risk tools.
- Proven track record of developing PD, LGD, and EAD models.
- Strong analytical skills and attention to detail.
- Ability to work independently and collaborate with cross-functional teams.
Take the lead in driving innovative credit risk solutions and apply today
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