Join BeachHead as a Quantitative Risk Analyst focusing on Credit Risk Models. Contribute to enhancing model quality and compliance in a supportive, innovative financial environment.
This role with a premier financial client requires a Quantitative Risk Analyst dedicated to model recalibration and improvements. You will utilize strong programming skills in SAS, Python, or R to develop PD, LGD, and EAD models within the AIRB framework. Collaborating with a skilled team, you will engage in data analysis, model validation, and performance evaluation.
Key Responsibilities:
• Develop models for non-retail portfolios using the AIRB framework
• Calibrate and test models for accuracy and performance
• Investigate methodologies based on academic and industry research
• Prepare reports on statistical rationale and model compliance
• Conduct data analysis for portfolio segmentation and accuracy testing
Requirements:
• Bachelor’s in Computer Science, Mathematics, or relat...