Senior Quantitative Analyst - Belfast, United Kingdom,


The company is a leading provider of financial services.

  • Be involved in credit risk model validation and calibration
  • Assist and support the development and validation of Wholesale Credit Risk models, and risk reporting measurement tools
  • Lead the delivery of model based reviews and supporting documentation
  • Provide statistical insight into risk models - PD, LGD, and EAD
  • Assist in the extraction and analysis of portfolio specific MI
  • Assist in capital impact assessments for model changes
  • Capture process inefficiencies
  • Leverage existing knowledge on model methodology and implementation
  • Undertake projects from time to time
  • To succeed in this role, you'll have a strong statistical modelling or technology background, and a quantitative degree - or equivalent - such as maths or engineering. You'll have an aptitude for logical problem solving, with excellent analytical reasoning.
  • We'll also look to you to bring:
  • Strong interpersonal skills, and the ability to work effectively with senior stakeholders
  • Project management experience
  • Python and SAAS experience
  • Programme experience
  • Practical knowledge of credit risk metrics, including PD, LGD, and EAD
  • Demonstrable knowledge of model calibration
  • Practical knowledge of model development and validation
  • Advanced software skills, including R, Matlab, SAS, and VBA
  • Experience of high volume data analysis and manipulation skills - SQL
  • The ability to work to tight deadlines and under pressure
  • The ability to communicate quantitative concepts to senior management confidently