Quantitative Analyst at Network Recruitment

Job & Company Description:

The role has the perfect combination between model development (PD, LGD and EAD models, profitability models, capital models, market risk models) and business engagement (managing the business relationship through the life cycle of the project). The successful incumbent will also be in charge of managing and driving multiple and complex projects to business Heads from inception to completion. If you want to become the subject matter expert for all retail models and become a Head of Credit in the long run please apply immediately!

Job Experience & Skills Required:

• BSc Mathematics / Statistical / Actuarial Degree
• 3 – 7 years experience in building PD, LGD and EAD models
• Competent in SAS/SQL 
• Working knowledge of IFRS 9 will count in your favour