Quantitative Analyst

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!