Quantitative Analytics Manager (Risk)

About snappi

At Snappi, we're building a neobank from the ground up. Our mission is to empower financial freedom through technology, offering innovative and transparent digital banking solutions.

Join us in reshaping the financial landscape!

About the role

We're looking for a Quantitative Analytics Manager (Risk) will be responsible for the implementation and administration of IFRS 9 Expected Credit Loss (ECL) models and the development of other quantitative models, such as deposit focused models. Responsibilities include data analysis, ICAAP/ILAAP support, and contributions to regulatory reporting submissions (COREP/FINREP). The ideal candidate will have strong statistical and programming skills (Python/SQL/R), practical experience with IFRS 9 ECL, modelling capabilities, and a collaborative mindset to work with IT and Data Management. Proactive, detail oriented, and able to meet tight regulato...