Quant Analyst - Investment Banking

Skill Farm Members are invited to apply for the following role:

Responsibilities:

The model types include Basel capital parameter models such as Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models. Other model types include but are not limited to Application and Behaviour Scorecards, Impairment models, Stress Testing models and Pricing models.

Assess models against regulations and internal bank policies.

Work with large datasets and different coding environments.

Review and use cutting-edge development techniques.

Skills & Qualifications:

3-year degree in Statistics; Mathematics; Data Science or Actuarial Science.

Honours Degree in Statistics; Mathematics; Data Science or Actuarial Science.

Preferred: Masters Degree in Statistics; Mathematics; Data Science or Actuarial Science.