Director - Wholesale Credit Quant

18 Mar 2017
17 Apr 2017
Contract Type
Full Time

Due to growth a new position has been created for a senior level quant to join the team and focus on the new models being developed within the bank relating to the Wholesale Loan portfolio.

This is an intellectually challenging position with an innovative approach. This is a senior position within the team who are responsible for the development, implementation and documentation of loss, asset quality and balance forecasting models used for risk management and stress testing purposes, as well as capital models relating to Wholesale Credit.

Some of the key responsibilities will include but are not limited to:

  • Development and implementation of new models
  • Enhancement of existing models
  • Development and maintenance of loss forecasting and capital models
  • Creation of clear and coherent technical documents
  • Presentation of modelling approaches and results to members of senior management as well as to regulators

The incumbent will need to able to present modelling ideas and results in an articulate and coherent way to audiences with varying levels of technical expertise. Due to the nature of this position will need to be a strong mathematician in addition to possessing excellent programming skills.