Quantitative Analyst – Credit Job Description Template
Our company is looking for a Quantitative Analyst – Credit to join our team.
- Analyse and interpret results and outputs from the Credit Risk Model and communicate them to members of the Credit PIM team;
- Help with the maintenance of relevant documentation on the central repository;
- Ensure ongoing compliance with EUC requirements and PIM model governance requirements;
- Implement and test any changes required to the model in line with Model Change Standard;
- Production of PIM Credit SCR calculation for Quarterly and Annual results;
- Ensure the model is maintained and operated within the intended control framework;
- Where relevant support completion of logs for Triggers Monitoring, Expert Judgements, Model Limitations, Model Use, Model Changes, etc;
- Perform any validation testing required on the model;
- Ensure Data Directory and DQAs (Data Quality Assessment reports) are completed and up to date;
- Produce any required sensitivities, including for ORSA and Stress and Scenario Testing.
- Background in Credit Risk Modelling with education in a highly quantitative subject.