Senior Quantitative Credit Risk Analyst – PD/LGD/EAD recruitment
My client is currently looking for a Senior Quantitative Risk Analyst, with extensive coverage of PD, LGD, and EAD models. My client is a bank located in Brussels.
Main Duties:
The role offers senior risk modelling candidates a great opportunity to help the head of risk modelling to supervise a team of 7 analysts.
- assisting head of the team to improve the pd/lgd/ead models and handling new requests, mainly quantitative, on these models or in related areas; to this end, your acquired experience in quantitative matters, practical market analysis and university research will be most useful;
- preparing the data required for the modelling process (data pre-processing);
-drafting quality documentation;
- helping the manager to explain and justify models and tools to management, colleagues and the internal and external supervisory bodies (validation, NBB,
);
- contributing to the annual model-backtesting process, drawing the correct conclusions, documenting them and backing them up
Requirements:
- Masters in (Applied) Economics or a quantitative analysis-orientated degree (statistics, maths, physics, engineering,
)
- +3 years experience in risk management and model development, preferably in PD-LGD-CCF modelling;
- Computing skills: Matlab and SQL or equivalent;
- Knowledge of SAS, SQL Server db, Visual Basic, Java or any other object-oriented programming language is a plus;
- Good mixer, team-spirited, cascades information
- Capable of quickly assimilating complex technical ideas. Self-starter, creative, innovatory
- Management skills: leadership, sees the big picture, team motivator, easily handles the numerous external relations (business, IT, validation, regulators,
), identifies priorities
If you are interested in the position above please send an email to a.jacobsAThuxley.com and call Alexandre Jacobs on 02/557.71.88