Credit Risk Modelling Specialist​/Quantitative Analyst

Key Responsibilities

• Develop, calibrate, and implement credit risk models (IFRS 9, scorecards, regulatory capital, behavioural models).
• Conduct model validation, performance monitoring, and benchmarking.
• Produce portfolio credit analytics and prepare client‑ready reports and presentations.
• Communicate modelling insights, challenges, and recommendations to internal stakeholders and clients.
• Assist with drafting technical reports, documentation, and model development artefacts.
• Provide guidance to junior team members and contribute to continuous improvement initiatives.

Degree in Statistics, Mathematics, Financial Engineering, Actuarial Science, Engineering, Economics, Econometrics, or a similar quantitative field.

• 3–5 years’ experience in banking, financial services consulting, or a quantitative modelling environment.
• Strong understanding of credit risk modelling, predictive analytics, and model lifecycle processes.
• Exposure to IFRS 9, Basel regulations, model risk management, or credit lifecycle processes.

• Proficiency in MS Word, Excel, and PowerPoint.
• Coding skills in SAS, R, Python and/or SQL.
• Excellent report‑writing and presentation skills.
• Strong stakeholder management, communication, and problem‑solving abilities.
• Ability to manage multiple projects, adapt to change, and work under pressure.

• Passion for quantitative modelling and technical excellence.
• Strong business acumen and analytical mindset.
• Ability to work effectively within multidisciplinary teams.