Quantitative Analyst

Key Duties and Responsibilities:Model Development: Build and review credit risk models (IFRS9, scorecards, etc.)
for provisioning and regulatory capital.Coding & Automation: Use Python, R, and SAS to code and automate financial risk management models.Mentorship: Coach and train junior team members, fostering a collaborative and coaching culture.Stakeholder Communication: Present and explain complex quantitative concepts to both technical and non-technical stakeholders.Innovation: Stay updated with the latest technologies and techniques, applying them to credit risk modelling.Qualifications and Experience:Honours or Masters degree in Quantitative Finance, Mathematics, Statistics, Actuarial Science, or a related field.3-5 years of experience in credit risk model building (PD, LGD, EAD).Proficiency in statistical software and coding languages such as Python, R, or SAS.Experience with managing, coaching, or mentoring junior staff is advantageous.Strong organisational, time management, and communication skills.