Senior Quantitative Risk Analyst Role Description
About the Role
This senior quantitative risk analyst role is part of our Decision Analytics and Insights Team in Risk Analytics. Our team develops and supports the deployment of risk models, strategies, and decision tools for regulatory capital, internal capital, and business decision-making.
* Develop predictive models and credit strategies to determine customer risk profiles.
* Automate credit decisions for the bank's customers.
* Provide management information to inform customer engagement strategies.
* Track the performance of credit models to ensure they operate as expected.
Key Responsibilities
The key responsibilities of this role include:
* Analysis & Investigation: Undertake complex data analyses, investigations, and modeling of business issues.
* Digital protection: Access and utilize bank data within required policies and frameworks.
* Predictive model development: Lead the development of predictive models focused on core business elements.
* Data insights: Perform exploratory and ad-hoc data analysis to generate insights and deliver actionable recommendations.
* Expert advice: Provide specialist advice with an emphasis on risk management requirements.
* Risk segmentation analysis: Create segmentations to understand risks in the lending portfolio.
* Leadership: Mentor and guide junior data scientists.
Requirements
To be successful in this role, you will need:
* 3 years' experience in a model development, monitoring, or validation role.
* Bachelor's degree in a quantitative analytical discipline (e.g., mathematics, applied mathematics, physics, statistics, engineering, econometrics).
* Advanced experience in extracting, transforming, and cleaning data for modeling purposes.
* Familiarity with data visualization tools (e.g., Qlik View, Power BI, SAS VA, Tableau).
* Experience writing technical documents that meet internal and regulatory standards.
* Strong ability to build relationships and communicate with stakeholders.
* Curiosity and inventiveness.
Benefits
We offer a range of benefits, including:
* Market-leading pension scheme.
* Healthcare scheme.
* Variable pay.
* Employee assistance program.
* Family leave options.
* Two volunteer days per year.
Why Work with Us
We are committed to offering our colleagues choice and flexibility in how we work and live. Our hybrid working model enables our people to balance their time between working from home and their designated office.