Senior Specialist: Quantitative Analyst- VP

Join a diverse team of dynamic model developers. We are looking for experienced Model Development Managers with a strong quantitative background in developing PD, LGD and EAD models for Regulatory Capital and IFRS9 impairments within a banking or consulting environment.

• Take ownership of the full end-to-end model development lifecycle, including development, implementation and governance, to meet relevant business-as-usual and project timelines.
• Lead the development, calibration, enhancement and documentation of PD, LGD and EAD models for Regulatory Capital and IFRS9 purposes.
• Manage delivery timelines, priorities and dependencies across multiple modelling initiatives.
• Ensure that all model development activities and duties are carried out in full compliance with regulatory requirements, risk management frameworks and internal policies and standards.
• Understand and manage risks and risk events (incidents) relevant to the model development process.
• Work closely with model validation, credit, finance, audit and other stakeholders to support model governance and implementation requirements.
• Provide directional expertise to enhance model building skills across the team, including transferring knowledge and experience to junior team members and peers.
• Support mentoring, performance management, talent management and succession planning within the team.
• Keep up with industry trends, emerging modelling methodologies and regulatory developments to ensure increased capability and capacity to build robust models.
• Contribute to continuous improvement initiatives within the broader modelling and risk environment.

• A minimum of 3–4 years hands-on model development experience in credit risk modelling, specifically across PD, LGD and/or EAD models.
• At least 2 years’ experience managing model development teams and/or leading model development projects.
• Proven experience managing the full end-to-end model development lifecycle, including development, implementation, monitoring and governance.
• Strong understanding of Regulatory Capital and IFRS9 frameworks and associated modelling requirements.
• Experience mentoring and developing junior analysts within a model development environment.
• Strong analytical, problem-solving and communication skills, with the ability to explain technical concepts to non-technical stakeholders.