Job Description
We are seeking Quantitative Analysts for a project within a banking client. The role focuses on the development, implementation, and monitoring of credit and operational risk models, with a strong emphasis on predictive analytics and regulatory modelling.
Skilled professionals will apply advanced statistical techniques to large, complex financial datasets, delivering robust, well-governed models aligned to business and regulatory requirements. SAS is the primary modelling environment, with additional use of R, SQL, Python, and VBA.
Key Responsibilities
Develop, implement, and optimise credit risk and operational risk models, including:
Basel II/III regulatory capital models (PD, LGD, EAD)
IFRS 9 impairment and expected credit loss models
Application, behavioural, and collection scorecards
Perform statistical analysis, forecasting, segmentation, and cohort analysis across the credit lifecycle.
Conduct data extraction, cleansing, and transformation using SAS, SQL,...
Skilled professionals will apply advanced statistical techniques to large, complex financial datasets, delivering robust, well-governed models aligned to business and regulatory requirements. SAS is the primary modelling environment, with additional use of R, SQL, Python, and VBA.
Key Responsibilities
Develop, implement, and optimise credit risk and operational risk models, including:
Basel II/III regulatory capital models (PD, LGD, EAD)
IFRS 9 impairment and expected credit loss models
Application, behavioural, and collection scorecards
Perform statistical analysis, forecasting, segmentation, and cohort analysis across the credit lifecycle.
Conduct data extraction, cleansing, and transformation using SAS, SQL,...
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