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...