Let's begin! Analytics & Modeling Analyst (8709)
Let's begin! Analytics & Modeling Analyst (8709)
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Job Description
Skills and competencies
- Programming Languages:Proficiency in R Python MATLAB SQL and preferably C.
- Model Validation Experience:Expertise in credit risk counterparty credit risk or market risk
Key Responsibilities:
- Model Validation:Independent validation of models and scorecards for credit rating methodologies ESG frameworks and AI models.
- Assessment:Evaluate model inputs performance assumptions limitations and weaknesses.
- Replication and Development:Replicate models and develop challenger models for sensitivity and benchmarking analyses.
- Documentation:Create validation test plans and draft detailed validation reports.
- Adhoc Analyses:Perform additional analyses as needed
This role requires an individual that has the following attributes:
- Organized and Efficient:Highly organized detailoriented and accurate.
- Multitasking:Excellent organizational skills capable of prioritizing work effectively.
- Pressure Management:Ability to work under pressure meet tight deadlines and manage time efficiently.
- Communication:Strong English written and spoken communication skills capable of working independently and collaboratively.
Qualifications and Experience:
- Academic Background:Strong background in mathematics physics or engineering preferably with a postgraduate degree.
- Quantitative Finance:Deep understanding of quantitative finance modeling and model validation.
- Experience:24 years of experience in model development or validation roles within financial institution
About the team
We are seeking a dedicated and detailoriented Quantitative Analyst/Senior Quantitative Analyst to join our team. The successful candidate will provide comprehensive support to the Methodology Review Group (MRG) focusing on model/scorecard validation and methodology reviews. The role involves validating models/scorecards used in credit rating methodologies across asset classes including corporate finance financial institutions structured finance and public and infrastructure finance.
Required Experience:
IC
Employment Type
Full Time
