Quantitative Analytics Lead

2 weeks ago


Redhill, Surrey, United Kingdom Reed Technology Full time

Job Title: Quantitative Analytics Lead

We are seeking a skilled Quantitative Analytics Lead to join our team at Reed Technology. This role is crucial for developing, maintaining, and improving models to meet regulatory requirements and business needs.

Key Responsibilities:

  • Develop and maintain IRB models including Rating, PD, LGD, and EAD models, as well as stress testing models.
  • Produce comprehensive model documentation and reports using MS Word, SAS/R, and Excel.
  • Manage ongoing model maintenance (calibration) and monitoring post-implementation.
  • Analyse the impact of business, market, or economic changes on model performance.
  • Coordinate regulatory self-assessments and stakeholder responses concerning IRB compliance.

Requirements:

  • Proficiency in statistical data programmes such as SAS, Python, or R.
  • In-depth knowledge of credit risk and financial products.
  • Excellent Microsoft Office skills, especially Excel.


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