We are seeking Quantitative Analysts for a project within a banking client. The role focuses on the development, implementation, and monitoring of credit and operational risk models, with a strong emphasis on predictive analytics and regulatory modelling.
Skilled professionals will apply advanced statistical techniques to large, complex financial datasets, delivering robust, well-governed models aligned to business and regulatory requirements. SAS is the primary modelling environment, with additional use of R, SQL, Python, and VBA.
- Develop, implement, and optimise credit risk and operational risk models, including:
- Basel II/III regulatory capital models (PD, LGD, EAD)
- IFRS 9 impairment and expected credit loss models
- Application, behavioural, and collection scorecards
- Perform statistical analysis, forecasting, segmentation, and cohort analysis across the credit lifecycle.
- Conduct data extraction, cleansing, and transformation using SAS, SQL, and supporting tools.
- Build and maintain model performance monitoring and validation metrics (e.g. stability, discriminatory power, calibration).
- Produce clear model documentation and analytical insights for internal stakeholders and clients.
- Design management information and analytical dashboards to support credit risk decision-making.
- Automate modelling and reporting processes and contribute to first-principles, innovative model development.
Requirements:- 3+ years’ experience in quantitative analysis or statistical modelling within credit or financial risk.
- Strong hands-on experience with SAS (Base/STAT/Enterprise Guide or similar).
- Working knowledge of SQL, with exposure to R, Python, or VBA.
- Solid understanding of credit risk modelling, including scorecard development and impairment modelling.
- Exposure to banking or insurance environments and familiarity with the credit lifecycle.
- Ability to translate complex quantitative outputs into clear, business-focused insights.
Please Note:
As all IQbusiness roles require honesty in the handling of or access to cash, finances, financial systems, or confidential information; our recruitment process requires that the following background checks be completed: credit, criminal, ID, and qualification verification.
IQbusiness is committed to sustainable growth and transformation, we embrace diversity and employ previously disadvantaged individuals.
