Analyst - Model Development - Investment Bank

What will you be doing?

- Develop predictive models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations supporting impairment and collections. (40%)

- Participate in overall project design and delivery with Quantitative Analytics- other functional teams and end-clients. (10%)

- Validate, track, and monitor delivered projects. (20%)

- Produce robust documentation to ensure replicability of results and fulfil governance requirements. (15%)

- Work constructively with other resources to deliver projects.(5%)

- Work with other colleagues to ensure project completion within agreed time frames and end-client satisfaction. (5%)

- Contribute to the broader Quantitative Analytics department through participation in peer reviews, terms of reference reviews, modelling forums, and ad hoc project collaboration. (5%)

What were looking for?

- Minimum Bachelor's Degree in a quantitative discipline (e.g. Finance, Mathematics/Statistics or Economics).

- Hands-on experience in statistical model development.

- A good knowledge of data analysis, theory and statistical techniques (such as linear or nonlinear models, logistic regression, macroeconomic forecast, decision trees, cluster analysis and neural networks etc.)

- Proficiency with analytical software R Or Python, SQL tools (e.g., Oracle), Unix platforms, and MS Office required.

Skills that will help you in the role :

- Graduate studies, Masters or PhD in quantitative discipline strongly preferred.

- Analytical work experience in a financial services company and strong technical and/or statistical skills with proven ability to process large datasets into meaningful information.

- An understanding of the fundamental principles of the CCAR and other stress testing exercises.

- Strong communication skills & ability to work independently and project management skills.