Are you a
data expert with a passion for
credit risk modelling ? Were 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 Moodys 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.
Qualifications: - 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 Moodys 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.
Take charge in driving
innovative credit risk solutions apply today!