Snr Quantitative Analyst

About

Description

We're seeking a highly skilled Senior Quantitative Analyst to join our Credit team. You'll play a critical role in enhancing our quantitative modeling capabilities, focusing on IFRS 9 impairment and broader financial/risk analytics. You'll develop and maintain complex models, provide in-depth analysis, and generate actionable reports using tools like SQL, Python, and R. Your insights will drive strategic decisions related to credit risk, profitability, and regulatory compliance.

Responsibilities

• Developing quantitative models and analytical tools for various applications, including impairment modelling, stress testing, portfolio optimization, and customer behaviour analytics
• Understanding profitability and using this insight to inform decision-making
• Tracking and optimizing post-sales decays
• Developing and validating business cases related to impairment and credit risk
• Providing analytics to support product reviews, financial modelling, and regulatory compliance, including but not limited to IFRS 9 requirements
• Driving non-premium altering Customer Value Management (CVM) initiatives to improve collections, beneficiary capture rates, and customer retention

Qualifications

• A completed postgraduate qualification in Finance, Mathematics, Statistics, Engineering, or a related field
• A minimum of 5 years of experience in a quantitative modelling role within banking, credit, asset management, or a similar field, with a strong emphasis on impairment modelling and IFRS 9 compliance

Application instructions:

• Apply now!