Quantitative Analyst Role
As a quantitative analyst, you will be responsible for reviewing and challenging credit risk models used within the organization. This involves utilizing statistical techniques and data analytics tools to ensure model robustness and compliance with regulatory guidelines.
Key Responsibilities
* Review and challenge models being used within the organization using statistical techniques and data analytics tools
* Assist in providing an independent opinion on model appropriateness to model development teams and business areas
* Deliver assigned validation activities adhering to methodology, standards, and European Banking Regulatory Guidelines
Requirements
* Relevant third-level qualification or post-graduate degree in an analytical discipline such as mathematics, statistics, or finance
* At least 1 year of experience in quantitative analytics, preferably credit risk analytics
* Knowledge of regulatory and accounting environment including IRB or IFRS9 is required
* Experience in applying statistical tools and techniques in a practical setting is beneficial
* Proficiency in SAS is mandatory, while knowledge of SQL, R, or Python is an added advantage
In this role, you will have the opportunity to contribute to the enhancement and assurance of credit risk models, working closely with model development teams and business areas to ensure model appropriateness.