Quantitative Analyst - Credit Risk

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 Moodys 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.Qualifications: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 Moodys 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. Take the lead in driving innovative credit risk solutions and apply today!