Quantitative Analyst at TLT Appointing

About the Job

Job Description
Model Development

• Development of new predictive models in line with business requirements.
• Successful deployment of predictive models.
• Engagement with key stakeholders around business requirements for models

Model Management

• Manage monthly monitoring and regular updates of existing predictive models.
• Prepare analysis/commentary for model management meetings.
• Reporting to 3rd party funders on model management.
• Ensure model management process is conducted according to policies defined.
• Interrogate existing models and identify possible red flags
• Research latest model building methodologies

Qualifications
Minimum Requirements

Education

• Honours degree in Statistics/Mathematics
• Preferred - Master’s Degree in Statistics/Mathematics

Experience:

• 2-5 years’ experience in scoring system development and credit risk analytics (retail)
• Preferred: 5-8 years experience in scoring system development and credit risk analytics (retail) - 2 of which at senior level
• Preferred Industry -  Financial / Credit risk analytics

Additional Information
Skills
Technical (at least some of the below skills will be necessary)

• SQL coding
• R
• Advanced Excel
• Python (advantageous)
• Denodo (advantageous)
• SAS (advantageous)
• Predictive modelling or financial modelling
• Machine learning (advantageous)
• Exposure to IFRS9 modelling (highly advantageous)
• Ability to work with large amounts of data