Quantitative Analyst
Tasks
- Automate processes to improve efficiency
- Create documentation and provide formal sign off
- Develop quantitative analytics and data assets for risk management
- Drive process improvements across credit risk reporting
- Ensure data accuracy through pre and post testing
- Execute key credit risk analytics and improve reporting accuracy
- Investigate and interpret portfolio movements
- Maintain monitor refine IFRS 9 ECL credit impairment models
- Perform credit risk reporting and trend analysis
- Support analytics projects for credit risk RWA IFRS 9 ECL adequacy scorecards and models
Perks/Benefits
- N/A
Skills/Tech-stack
Basel | Credit Risk | Credit Risk RWA | Credit risk analytics | ECL | IFRS 9 | Microsoft Excel | Microsoft Office | Modeling | Project Management | Risk Analytics | Risk Management | SAS
Education
Associate Degree | Bachelor of Engineering | Bachelor of Science
Roles
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