Job Opportunity
We are seeking a highly skilled Quantitative Analyst to join our team.
The selected candidate will be responsible for validating models used in IRB credit risk assessment, ensuring they are accurate and reliable.
This is an exciting opportunity for someone looking to make a significant impact in the financial industry.
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About the Role
The Quantitative Analyst will be responsible for:
* Evaluating the risk dimensions of models, including data, methodology, performance, monitoring, usage, and documentation;
* Preparing a validation report and presenting findings to the relevant stakeholders;
* Monitoring the implementation of recommendations designed to enhance the models;
* Conducting oversight of regulatory and methodological developments.
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Qualifications
To be successful in this role, you will need:
* A masters degree in a quantitative field such as mathematics, statistics, or computer science;
* Prior experience, at least 3 years, in credit risk modeling or validation within the banking sector;
* Familiarity with the regulatory landscape and texts related to risks;
* Understanding of modeling techniques, including statistics, economics, machine learning algorithms, etc.
* Expertise in programming languages such as Python, SQL, and R;
* Excellent writing skills and capacity for synthesizing complex information;
* Advanced written and spoken English.
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What We Offer
In return for your expertise and hard work, we offer:
* A competitive salary and benefits package;
* Ongoing training and professional development opportunities;
* A collaborative and dynamic work environment;
* The chance to work on high-profile projects and contribute to the growth and success of the organization.
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Why Join Us?
We are a forward-thinking organization that values innovation, creativity, and teamwork. If you are passionate about using your skills to drive positive change, we want to hear from you.
Please submit your application, including your resume and cover letter, to be considered for this exciting opportunity.