Job Overview
Key Responsibilities
* To validate credit risk models using quantitative analysis and modeling techniques.
* Develop and maintain statistical and economic models to assess credit risk.
The ideal candidate will have a strong background in econometrics, financial economics, or a related field, with experience in regression analysis, logistic regression, time series analysis, and error correction modeling.
We are seeking a highly motivated individual who is able to effectively communicate complex technical concepts to both technical and non-technical stakeholders.
The role requires strong computing and programming skills, with experience in languages such as R or Python.
Able to work independently and as part of a team to achieve business objectives.
About the Role
This is an exciting opportunity to join a dynamic team and contribute to the development of credit risk models that drive business decisions.
As a Credit Risk Model Validation Quantitative Analyst, you will play a key role in ensuring the accuracy and reliability of our credit risk models.
You will be responsible for developing and maintaining statistical and economic models to assess credit risk, and working closely with other teams to ensure that our models meet regulatory requirements.
Requirements
• Good quantitative and modeling skills with completed education in a quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics)
• Graduate level or with 1-2 years of experience in a similar role
• Knowledge of financial markets and products, interest in the financial services industry
• Experience in statistical and economic modeling techniques, ie. regression, logistic regression, time series, error correction model etc.
• Good communication skills in English and the ability to explain technical topics clearly and intuitively
• Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python
• Motivated, well organized and able to represent your work at ease