Job Description: A highly innovative bank has a role which grants massive exposure to the retail credit modeling side of model development. The new quant will not only be required to develop probability of default and loss given default models, but also develop capital provisioning and forecasting models which will be utilised in a more strategic context within the company. Job Experience & Skills Required:BSc Mathematics, Statiscial or Actuarial Science.Minimum 3-5 years of credit risk experiencePrevious exposure to retail credit modelling will count in your favour.Programming experience in SAS, SQL is preferred
Responsibilities + Skills
BSc Mathematics, Statiscial or Actuarial Science.
Minimum 3-5 years of credit risk experience