Credit Quantitative Manager

Seeking quantitatively inclined individuals with experience of managing teams and mentoring junior staff. The role will be for an Assistant Manager in credit risk modelling.

Supporting with the organization and execution of the development and validation of credit risk models for provisioning and capital adequacy purposes.

Skills and attributes required for the role:

• Relevant experience within a quantitative credit risk-based role
• Well versed in contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code, and relevant experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R)
• Strong organisational and time management skills
• Proven track record of managing and delivering small workstreams
• Experience of managing teams, coaching and mentoring junior staff
• Able to work effectively in a fast-paced environment with conflicting priorities and deadlines.
• Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals

Minimum requirements to apply for the role (including qualifications and experience):

• A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent
• At least five years of experience in credit risk