Quantitative Analyst: Credit And Impairment

Are you a detail-oriented analyst with a knack for developing and managing sophisticated financial models? Were seeking a skilled professional to lead the development, analysis, and maintenance of impairment and loan valuation models for a retail portfolio.Key Responsibilities:Model Development & Calibration: Redevelop and calibrate models for EAD, PD, LGD, FLI, including impairment reporting and loan valuation.Portfolio Analysis: Conduct in-depth analysis and monitoring of portfolios to drive strategic decision-making.Model Governance: Ensure rigorous model monitoring, governance, and accurate reporting.Data Analysis: Source, consolidate, and analyze large datasets using advanced programming skills, identifying anomalies and trends.Technical Documentation: Maintain comprehensive technical documentation of modeling methodologies.Communication: Present analytical results clearly to both technical and non-technical stakeholders.Regulatory & Impairment Models: Support the development of impairment, regulatory capital, and stress testing models.Vision & Strategy: Contribute strategically to shaping practices and improving risk-based profitability.Competencies:Proficiency in big data manipulation and management.Strong skills in data interpretation, process automation, and coding in statistical packages.Ability to document methodologies, multitask, and challenge ideas.Minimum Criteria:Degree in Stats, Math, Applied Maths, Financial Risk Management, Data Science, Engineering, or related fields.1-3 years of experience in credit, model development, impairment, or regulatory capital environments.Experience with R, SQL, MATLAB, SAS, and Python is advantageous.Take the next step in your career and apply now!