Description:
A leading financial institution are looking to hire a Senior Quantitative Analyst to join their model validation team. They are specifically interested in candidates who have IRB project exposure and have roles open at Senior Analyst and Manager level.
Role responsibilities:
- Uses statistical techniques and data analytics tools to review and challenge the models being used within the organisation
- Challenges the modelling teams and business areas in the organisation to assure and improve their models
- Works with business units to promote and deliver a best in class analytics service consistent with their needs
- Actively seeks opportunities to learn from other team members and to grow within the role
- Lead projects within the Model Validation function, work with and coach junior team members to deliver projects
Skills required:
- Relevant third level qualification or Postgraduate qualification in an analytical discipline, e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics, actuarial science
- 3+ years’ experience in a quantitative analytics role, credit risk analytics experience is preferred but other relevant experience (e.g. market risk, fraud analytics, marketing analytics, statistician, economist) will also be considered
- A good knowledge of the regulatory environment as it applies to credit risk
- An interest in applying statistical tools and techniques in a practical setting
- A natural inclination to challenge established ways of thinking and an ability to articulate your opinion.
- Strong knowledge of analytics languages (e.g. SAS, R, SPSS, Matlab or Python) and SQL.