Credit Quantitative Supervisor Consultant

Seeking dynamic individuals with highly quantitative skills. The role will be for credit risk quantitative analyst Junior Consultant.

Supporting with credit risk model developments and validation for provisioning and capital modelling purposes.

Skills and attributes required for the role:

• Understanding of contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code, and experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R).
• Relevant experience within a quantitative credit risk-based role would be an asset
• Ability to cope with and work under pressure
• Resilient and a team player
• 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.