Quantitative Analyst

SUMMARY:
Quantitative Analyst Opportunity – Credit Risk Modelling

POSITION INFO:
Are you a data expert with a passion for credit risk modelling? We’re looking for a talented Quantitative Analyst to join an innovative team, where your expertise in PD, LGD, and EAD model development will shape critical risk strategies.

Key Responsibilities:

• Develop and maintain robust Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models.
• Lead the entire model development lifecycle, from data collection to implementation and monitoring.
• Validate, back-test, and ensure models meet regulatory standards.
• Utilize Moody’s Risk tools to implement and evaluate model performance.
• Collaborate with stakeholders to ensure models align with business objectives and risk management strategies.
• Provide senior management with actionable insights based on model outputs.
• Monitor and refine models regularly to ensure optimal performance and accuracy.
• Adhere to industry best practices in credit risk modelling.

• BSc in Mathematics, Actuarial Science, or Statistics (Honours preferred).
• 3-5 years of experience in credit risk model development.
• Proficiency in Python, R, and SQL.
• Experience with Moody’s Risk tools is essential.
• Proven track record in developing PD, LGD, and EAD models.
• Strong analytical skills, with an eye for detail.
• Ability to work independently and thrive in cross-functional team environments.