Quantitative Analyst
Tasks
- Assess model soundness and identify weaknesses
- Build model performance monitoring dashboards
- Communicate validation findings to stakeholders
- Conduct independent model validation
- Drive model remediation plans
- Perform model risk governance and documentation reviews
- Produce model validation reports
- Validate IFRS 9 ECL provisions models
- Validate business forecasting models
- Validate credit pricing models
- Validate credit scorecard models
- Validate regulatory capital models
Perks/Benefits
- N/A
Skills/Tech-stack
Basel III | Basel IV | Business forecasting | Credit Pricing Models | Credit Risk | Credit pricing | Credit risk modeling | Credit scorecards | EAD | Expected Credit Loss | IFRS 9 | LGD | Linear Regression | Logistic Regression | Markov Chains | Model Risk Management | Model Risk Rating | Model Validation | Model risk | PD | Power BI | Pricing models | Python | R | Risk Management | Risk Modeling | Risk rating | SAS | SQL | Staging Logic | Stress Testing | Survival analysis
Education
Bachelor of Science | Master of Engineering | Master of Science | PhD
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