Senior Quantitative Analyst
Tasks
- Calculate IFRS9 impairments
- Calculate credit RWA
- Compare ECAP and RWA
- Develop RWA attribution
- Enhance credit risk models
- Optimize ECAP
- Perform IFRS9 impairment analytics
- Perform credit capital analytics
- Provide MI, analysis and reporting
- Update EAD PD LGD models
Perks/Benefits
- N/A
Skills/Tech-stack
Basel | Business Writing | Capital modeling | Credit Risk | Data Analysis | EAD | IFRS9 | Impairment modeling | LGD | Microsoft Excel | Microsoft Office | PD | Project Management | RWA | Regulatory Compliance | Risk Frameworks | Risk Management
Roles
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