Senior Quantitative Analyst for Credit Risk and Modeling Innovation

Drive innovation as a Senior Quantitative Analyst focusing on credit risk and IFRS stress testing. Collaborate in a hybrid structure while shaping analytical models that guide critical decisions.

You will be part of a high-performing team where you will help design, document, and implement stress testing and forecasting models for credit portfolios. The role requires a blend of quantitative skills and strategic insight, as you will engage in risk modeling and communicate complex analytical findings. Thriving on detail, your analytical prowess will be put to the test in this impactful role.

Key Responsibilities:

• Create and refine forecasting models for portfolios
• Monitor and analyze stress testing parameters
• Communicate insights from risk modeling efforts
• Document model performance and enhancements
• Participate in regulatory compliance projects

Requirements:

• M.Sc. or Ph.D. in a relevant quantitative field
• Expertise in SAS is essential; Python is advantageous
• Experience with credit risk quantification techniques
• Ability to analyze problems critically
• Open to using evolving technologies in analysis

Embrace the chance to leverage your quantitative skills to create meaningful solutions in managing credit risk effectively.

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