Credit Quantitative Supervisor

Seeking dynamic individuals with highly quantitative skills. The role will be for credit risk quantitative analyst Senior Consultant.

Supporting with credit risk model developments and validation for provisioning and capital modelling purposes.

Skills and attributes required for the role:

• Relevant experience within a quantitative credit risk-based role
• Well versed in contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code, and relevant experience with modern computing languages related to credit risk modelling (e.g. SAS, Python, or R)
• Strong organisational and time management skills
• Able to work effectively in a fast-paced environment with conflicting priorities and deadlines.
• Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals

Minimum requirements to apply for the role (including qualifications and experience):

• A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics or equivalent
• At least one year of experience in a similar position