Quantitative Risk Analyst
Quantitative Risk Analyst
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Salary Not Disclosed
1 Vacancy
Job Description
Credit Quantitative Consultant
Are you passionate about credit risk modelling and data-driven decision-making Do you thrive in fast-paced environments where your analytical skills can make a real impact This is your opportunity to join a dynamic and growing consulting firm that partners with leading financial institutions to solve complex credit risk challenges.
My client is looking for aCredit Quantitative Consultantto join a high-performing analytics team working on cutting-edge projects across retail and wholesale portfolios. If youre ready to stretch your modelling coding and client delivery skills in a startup-style consulting environment we want to hear from you.
Duties & Responsibilities
Model Development & Validation
- Build refine and validate credit risk models across the credit lifecycle (PD EAD LGD SICR ECL)
- Work with both retail and wholesale portfolios across product types (e.g. amortising loans revolving credit)
- Ensure models meet IFRS 9 and Basel regulatory standards
- Develop data cleaning diagnostics transformation and back-testing tools
- Code all modelling and data processes in SAS SQL or Python
- Research and apply advanced techniques including machine learning where applicable
- Work directly with client teams management and auditors during engagements
- Prepare clear high-quality documentation and present insights to stakeholders
- Ensure accurate timely delivery of model outputs and results
- Contribute to the development of marketing and proposal material
- Assist in client presentations and proposal pitches
Education
- Honours degree (or higher) in a quantitative discipline such as Mathematics Statistics Actuarial Science Applied Mathematics Engineering or related field
- 1-3 years of professional experience including at least 3 years in credit risk modelling
- Strong working knowledge of IFRS 9 and/or Basel regulations
- Hands-on experience coding in SAS and/or SQL (Python is an advantage)
- Experience working in Excel PowerPoint and Word
- Cloud computing exposure is a plus
- Proactive self-starter with a problem-solving mindset
- Strong communicator with the ability to simplify complex technical topics
- Collaborative team player with a solid work ethic
- Ability to work under pressure and manage deadlines
- Work on high-impact credit risk projects across leading banks and lenders
- Be part of a growing agile and expert team that values innovation
- Enjoy hybrid flexibility and a startup-style environment with real career growth
- Get involved in cutting-edge modelling techniques including AI and machine learning
Please send your CV to
Should you not hear from us within two weeks please consider your application unsuccessful
Package & Remuneration
Required Experience:
IC
Employment Type
Full-Time
