Quantitative Analytics Lead
2 weeks ago
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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