Senior Quantitative Risk Specialist
This is a key position within the Stress Testing Models team of our risk analytics function. The job involves developing and maintaining models to assess credit and operational risk on our balance sheet, supporting quarterly stress tests, and implementing regulatory requirements.
* Developing analytical frameworks for business decision-making, including estimation of regulatory capital, expected credit loss in best estimate scenarios, and exposure at default (EAD).
* Conducting exploratory data analysis to generate meaningful customer or portfolio insights.
The ideal candidate will have experience in model development or validation roles within financial institutions, preferably with knowledge of SAS programming language. They should also be able to design methodologies for analytical activities, extract transform clean required modelling data effectively build relationships communicate results fluently collaborate across departments establish baseline recordkeeping safety assuring resolving queries suggesting improvements all while growing quantifiable return greater quality delivering over time! Business teams understand outputs inform decisions appropriately.
In this role you will work closely with experienced staff to enhance our reach potential rewarding us both amazing client experiences long-term strategic planning effective execution align perfectly into respective goals value community contributions recognising self contributions continuing skill develop investing skills innovating processes sustains focus long term.