Quant Analyst - Credit Risk (multiple hires)

Skills

• Confident and credible communicator who displays both technical knowledge and commercial understanding
• Strong technical problem-solving skills
• Project management and excellent report writing skills
• Experience in stakeholder and client management

Experience

• Experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions.
• Strong academic background including at least a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent.
• Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing
• Knowledge of Credit Risk & Financial Services Regulation - such as IFRS9
• Alternatively, knowledge of climate change modelling and sustainable finance
• Experience in any of the following software development environments: Python / VBA / Java / C++/ SQL / R / Matlab / .NET / SAS