Only 24h Left: Quantitative Analyst
1 month ago
Key Duties and Responsibilities:
- Model Development: Build and review credit risk models (IFRS9, scorecards, etc.) for provisioning and regulatory capital.
- Coding & Automation: Use Python, R, and SAS to code and automate financial risk management models.
- Mentorship: Coach and train junior team members, fostering a collaborative and coaching culture.
- Stakeholder Communication: Present and explain complex quantitative concepts to both technical and non-technical stakeholders.
- Innovation: Stay updated with the latest technologies and techniques, applying them to credit risk modelling.
Qualifications and Experience:
- Honours or Masters Degree in Quantitative Finance, Mathematics, Statistics, Actuarial Science, or a related field.
- 3-5 years of experience in credit risk model building (PD, LGD, EAD).
- Proficiency in statistical software and coding languages such as Python, R, or SAS.
- Experience with managing, coaching, or mentoring junior staff is advantageous.
- Strong organisational, time management, and communication skills.
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