Quantitative Credit Risk Modelling Manager Position
About the Role
The Quantitative Credit Risk Modelling Manager is responsible for leading the development and implementation of credit risk models to support business decisions. This role requires a deep understanding of quantitative methods, statistical techniques, and financial concepts.
Key Responsibilities
* Develop and maintain complex credit risk models using advanced statistical techniques.
* Analyze data to identify trends and areas for improvement in credit risk management.
* Collaborate with cross-functional teams to integrate model output into business decisions.
* Continuously evaluate and improve existing models and methodologies.
Requirements
* A bachelor's degree in Mathematics, Statistics, Finance, or related field.
* Advanced programming skills in SAS, Python, SQL, and R.
* Proven experience in credit risk model development and implementation.
* Strong analytical and problem-solving skills.
What We Offer
This position offers a dynamic and challenging work environment with opportunities for professional growth and development.