Quantitative Analyst - Credit Risk

SUMMARY:
Calling All Quantitative Analysts! Are you a data genius with a passion for credit risk modelling? We're looking for YOU to join a cutting-edge team where your skills in PD, LGD, and EAD model development will make an impact!

POSITION INFO:
Duties and Responsibilities:

• Develop and maintain PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) models.
• Lead the end-to-end model development process, from data collection to implementation and monitoring.
• Validate, back-test, and ensure compliance with regulatory standards.
• Utilize Moody’s Risk tools for model implementation and evaluation.
• Collaborate with stakeholders to align models with business needs and risk strategies.
• Provide insights and recommendations to senior management based on model outputs.
• Continuously monitor model performance and refine methodologies as necessary.
• Ensure adherence to best practices in credit risk model development.

• BSc in Mathematics, Actuarial Science, Statistics (Honours preferred).
• 3-5 years of experience in credit risk model development.
• Strong proficiency in Python, R, and SQL.
• Experience with Moody’s Risk tools.
• Proven track record of developing PD, LGD, and EAD models.
• Strong analytical skills and attention to detail.
• Ability to work independently and collaborate with cross-functional teams.