Description
Senior Quantitative Analyst: Banking Industry: 1-year Fixed Term Contract: Investment Business Unit
I am sourcing for a smart and driven quantitative senior quantitative analyst.
An expert with deep, technical credit risk knowledge to deliver lasting value in this challenging Group Risk role. You will be exposed to all aspects of credit risk across the Group, and you will provide assurance that the models, processes, data, and credit risk metrics are accurate and fit for purpose.
You will be responsible to develop and maintain best practice models and assessment strategies in line with regulations (where applicable) to facilitate world class risk management and/or attainment of strategic objectives.

Job Responsibilities:

Perform validation of material non-regulatory models across the bank, including acquisition, pricing, AML, operational risk, fraud, climate risk and economic forecasts.
Participate in expert groups, technical forums and business review sessions to perform risk assurance of models developed across the Group.
Provide assurance on the adequacy of impairments across the Group, based on qualitative and quantitative assessment, technical reviews, and bespoke analytics.
Provide assurance on credit RWA allocated across all products in the Group, including adherence to the applicable regulations, trend analysis and attribution.
Identify opportunities to improve credit RWA optimization.
Interpret regulatory reforms and assess the impact on credit risk parameters, processes, results and reporting.
Drive process improvements across the credit risk reporting landscape, including BA returns, ICAAP, Pillar III and Analyst Booklet reports.
Provide trend analysis and assurance on portfolio movements.
Communicate insights and results to relevant committees / forums to facilitate improved measurement and management of risk.
Contribute to a high-performance team culture and continuous improvement via collaboration, knowledge sharing, mentoring, sprint planning and retrospectives, daily scrums, and project participation.
Stay abreast of developments in your field of expertise, ensuring personal and professional growth.

Must have's:

Honors degree in mathematics/statistics/engineering with relevant experience
Relevant post-graduate quantitative qualification
Honors degree in mathematics/statistics/engineering with relevant experience
Minimum of 5+ years risk analytics, modelling and management.

Technical / Professional Knowledge:

Microsoft Office
Industry Trends
Principles of project management
Relevant regulatory knowledge
Relevant software and systems knowledge
Risk management process and frameworks
Business writing skills
Microsoft Excel
Business Acumen
Quantitative Skills

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