Job Title: Quantitative Risk Analyst - Model Validation Specialist
About the Role
We are seeking a highly skilled Quantitative Risk Analyst to join our Model Validation team. As a key member of this team, you will play a crucial role in ensuring that our credit models are robust and compliant with regulatory requirements.
Key Responsibilities
* Use statistical techniques and data analytics tools to review and challenge the models being used within the Bank;
* Challenge the modelling teams and business areas in the Bank to ensure the models are robust and compliant with regulations and policies;
* Work with business units to promote and deliver a best-in-class analytics service consistent with their needs;
* Actively seek opportunities to learn and grow within the role;
Requirements
* Relevant third-level qualification or postgraduate qualification in an analytical discipline, e.g., mathematics, applied mathematics, physics, statistics, engineering, econometrics, actuarial science;
* A natural inclination to challenge established ways of thinking and an ability to articulate your opinion;
* Knowledge of analytics languages (e.g., SAS, R, or Python) is an advantage;
What We Offer
* Flexible working arrangements to balance work and personal life;
* A range of employee benefits, including variable pay and employee assistance programs;
* The opportunity to work in a diverse and dynamic team environment;
Why Join Us?
We pride ourselves on being an equal opportunities employer and committed to providing reasonable accommodations for applicants and employees. If you are passionate about quantitative risk analysis and model validation, we encourage you to apply for this exciting opportunity.