Summary from listing
This newly created role supports live client engagements in credit risk and quantitative modelling, including development, review, validation, data analysis, documentation, stress testing, regulatory and accounting research, and code-based model testing. The position works across multiple financial institutions and offers early-career development with senior team members, while requiring a relevant quantitative degree, 1–2 years of experience, exposure to PD/LGD/EAD models, knowledge of SAS, SQL, R, Python, or similar tools, and strong analytical and communication skills.
