Quantitative Analyst

This is a fantastic opportunity to get broad exposure in BSM and have a birds eye view of risk types such as Credit Risk, Investment Credit, Capital Management and Market Risk.You will be tasked with the following:Implement various credit risk aggregation tools such as Economic Capital and Earnings at Risk for financial planningCalculate aggregated credit risk exposure across the groupProvide strategic inputs to the credit risk model approval committee with a specific focus on investment and retail creditQualifications and Experience Required:Honours degree in Finance, Financial Engineering, Maths, Stats, Actuarial Science or Investment/Risk Management5 years experience in a banking environment with in-depth exposure in developing and maintaining credit risk models (PD, LGD, EAD) for retail or investment productsWorking knowledge of Economic Capital ModellingApply now!