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.