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Senior Quantitative Model Developer
4 weeks ago
This is an exciting opportunity to join a fast-growing boutique consultancy, working across risk analytics and modelling services for leading global financial services.
Key Responsibilities
- Lead the design, development, and validation of credit risk models, with a primary focus on IFRS 9.
- Develop advanced statistical models, including time series, logistic regression, and decision trees, tailored to meet specific client requirements and goals.
- Manage end-to-end modelling projects, from data analysis to delivering actionable insights, ensuring timely and successful project completion for clients and stakeholders.
- Clearly articulate complex modelling results and insights to both technical and non-technical audiences, including senior leadership.
Requirements
- Extensive experience with IFRS 9, and IRB or Stress Testing frameworks.
- Strong understanding of IFRS 9 regulatory frameworks.
- Proficiency in Python, with SAS and R being desirable.
- Previous stakeholder management experience.
- A minimum of 3-5 years of experience in credit risk modelling.
- Numerate degree from a Russell Group university.
- Excellent written and verbal communication skills.
Benefits
- Up to £80,000.
- Generous equity/shares within the business.
- Flexible working pattern.