Job Description

###

Job Advert Summary

We're seeking a highly skilled Senior Quantitative Analyst to join our Credit team. You'll play a critical role in enhancing our quantitative modeling capabilities, focusing on IFRS 9 impairment and broader financial/risk analytics. You'll develop and maintain complex models, provide in-depth analysis, and generate actionable reports using tools like SQL, Python, and R. Your insights will drive strategic decisions related to credit risk, profitability, and regulatory compliance.

###

Minimum Requirements

A completed postgraduate qualification in Finance, Mathematics, Statistics, Engineering, or a related field. A minimum of 5 years of experience in a quantitative modelling role within banking, credit, asset management, or a similar field, with a strong emphasis on impairment modelling and IFRS 9 compliance.
###

Duties and Responsibilities

Developing quantitative models and analytical tools for various applications, including impairment modelling, stress testing, portfolio optimization, and customer behaviour analytics. Understanding profitability and using this insight to inform decision-making. Tracking and optimizing post-sales decays. Developing and validating business cases related to impairment and credit risk. Providing analytics to support product reviews, financial modelling, and regulatory compliance, including but not limited to IFRS 9 requirements. Driving non-premium altering Customer Value Management (CVM) initiatives to improve collections, beneficiary capture rates, and customer retention. Developing quantitative analyses and tools specific to impairment modelling. Creating and maintaining data models to support IFRS 9 standards, as well as broader credit risk, financial forecasting, and decision-making processes. Validating investment models to ensure compliance and accuracy. Assessing the effectiveness of data models through rigorous evaluation. Conducting comprehensive research and credit analysis across various sectors, focusing on capital structure, profitability, liquidity, and solvency. Monitoring risk-adjusted returns within the credit environment. * Engaging with counterparties to gather relevant data and insights.