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!