Expert Quantitative Analyst Specializing in Credit Risk Models

Join our team as a Senior Quantitative Analyst and leverage your skills in credit risk modeling. Contribute to the development of stress testing frameworks that enhance regulatory compliance and financial stability.

This position focuses on the design and development of forecasting models, crucial for assessing credit risk within Wholesale and Retail portfolios. Candidates should possess an advanced degree in a quantitative field and demonstrate expertise in statistical modeling techniques. You will play a vital role in analyzing regulatory capital requirements and executing ad-hoc analytics for insightful reporting.

Key Responsibilities:

• Develop and document stress testing models
• Estimate losses for compliance and risk assessment
• Perform ad-hoc analytics to support business needs
• Collaborate on internal capital adequacy processes
• Monitor effectiveness of forecasting models

Requirements:

• Advanced degree in finance, statistics, or related area
• Experience in PD, LGD, and EAD calculations
• Proficient in SAS and time series analysis
• Familiarity with Python and other statistical tools
• Strong critical thinking and attention to detail

Utilize your quantitative expertise to shape innovative solutions that significantly impact credit risk management across diverse portfolios.