Job Title: Quantitative Risk Modelling Senior Analyst
As a key member of our Banking and Financial Services Treasury team, you will play a pivotal role in shaping our capital and provisioning models. Your expertise will drive the development and implementation of cutting-edge risk management solutions that cater to the needs of our global financial services group.
You will be responsible for building, executing, and validating complex capital and provisioning models, ensuring their alignment with regulatory requirements and commercial objectives. This demanding yet rewarding role presents an exceptional opportunity to leverage your analytical prowess and make a lasting impact on our business outcomes.
To excel in this position, you will need to possess a strong background in quantitative disciplines such as Mathematics, Statistics, Actuarial Science, Engineering, or Computer Science. A proven track record in credit risk modelling, specifically in IRB and IFRS9 frameworks, is essential. Additionally, you must demonstrate excellent problem-solving skills, commercial acumen, and the ability to communicate complex ideas effectively.
We are seeking an individual who can distil intricate concepts into clear, concise language, facilitating informed decision-making across various stakeholders. If you have a passion for driving business growth through innovative risk management strategies, we encourage you to apply for this challenging and highly rewarding opportunity.
Required Skills:
* Advanced degree in a quantitative discipline (Mathematics/Statistics, Actuary, Engineering, Computer Science)
* Demonstrated experience in credit risk modelling (IRB, IFRS9, stress testing)
* Commercial outlook and strong problem-solving skills
* Able to distil complicated concepts in a clear and concise way
Benefits:
This role offers a unique blend of intellectual stimulation, professional growth opportunities, and collaboration with diverse teams. You will gain exposure to our product, prudential, credit, and data teams, as well as central Risk Management and Finance teams.
Others:
We value diversity and inclusion in our workplace and strive to create a supportive environment where everyone feels valued and empowered to succeed.