Senior Quantitative Finance Expert
6 godzin temu
Our team, Global Finance Analytics (GFA), is a newly established function within Global Finance that fosters a globally diverse team. We aim to oversee model risk and governance in Finance, create a centre of expertise for model development, advanced analytics, and innovation, while supporting Finance in the approach and standards for analytics more broadly.
Key Responsibilities
As a Senior Analyst, you will be aligned with our second objective and contribute to bringing expertise to the model development team. You will participate in the following steps in the recruitment process: online behavioural test, telephone screen, job interview with the hiring manager.
Requirements
To succeed in this role, you should have:
- University Degree (Masters or PhD preferred) in Quantitative Finance or in a numerical subject (Maths, Physics, Engineering, Econometrics).
- Relevant experience in analytics, specifically in fields such as Credit Risk Modelling, Stress Testing, Loss Forecasting, Reserving, IFRS 9, ECL, etc. for a Banking organisation.
- Strong analytical and problem-solving skills.
- Familiarity with forecasting, stress testing models.
- Python and/or R proficiency, familiarity with SQL and source control.
- Strong understanding of consumer products such as Deposits, Savings, Lending, Credit Cards, CRE, as well as Costs, Interest Income, and Fee Income in general.
- Excellent communication skills (both written and verbal).
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