Does quantitative modelling excite you? Are you an innovative thinker and interested in risk topics? Are you an engaged and motivated personality who likes to understand the big picture? We’re looking for a quantitative risk specialist to:
• Develop and implement quantitative methodologies for probability of default (PD) and loss-given-default (LGD) modelling of our firm-wide credit risk portfolios
• Support and ensure compliance with ongoing regulatory initiatives
• Use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing risk models
• Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
• Collaborate with risk officers, business managers, Risk IT, Change Operations and other various stakeholders supporting the proper implementation and execution of risk models
