Are you a passionate problem-solver with a knack for numbers? Do you excel at leveraging data-driven insights to manage risk and optimize outcomes? If so, we want YOU to be part of our dynamic Credit Risk team!
What Youll Do
As a
Credit Risk Quant , you will:
- Develop and validate cutting-edge credit risk models (PD, LGD, EAD) using statistical and machine learning techniques.
- Analyze portfolio performance and identify key risk drivers to guide decision-making.
- Work closely with stakeholders across business units to implement risk strategies that align with regulatory requirements and business goals.
- Conduct stress testing and scenario analysis to ensure resilience across economic conditions.
- Provide actionable insights from data and contribute to risk mitigation initiatives.
What Were Looking For
- A degree in Mathematics, Statistics, Actuarial Science, or a related field (Advanced degrees are a plus).
- Proficiency in tools like Python, R, SAS, SQL, or MATLAB .
- A solid understanding of credit risk frameworks and regulations (e.g., Basel, IFRS 9).
- Strong analytical and problem-solving skills, with an eye for detail.
- The ability to work in a fast-paced environment and deliver high-quality results.