Sr Analytics&Modeling Analyst

Independent validation of models and scorecards used in credit rating methodologies, ESG frameworks, and AI models.
Assess model inputs, conceptual soundness, model performance, assumptions, limitations, and weaknesses of the proposed model or methodology.
Replicate models and develop challenger models to perform sensitivity and benchmarking analyses.
Create validation test plans and draft validation reports that document findings with concision, clarity, and attention to detail.
Perform ad-hoc analyses to support the team as needed.
This role requires an individual that has the following attributes:
Highly organized, efficient, and detail-oriented, demonstrating a high level of accuracy in their work.
Possesses excellent organizational skills, capable of multitasking and prioritizing work effectively within a team environment.
The ability to work under pressure, meet tight deadlines, manage time efficiently, and maintain focus is essential.
Candidates should be capable of working both independently and collaboratively, with strong English written and spoken communication skills.
Qualifications and Experience:
A strong academic background in a quantitative field such as mathematics, physics, or engineering is essential, with a preference for candidates holding a post-graduate degree.
A deep understanding of quantitative finance, modeling, and model validation, coupled with practical experience is required, along with a basic understanding of financial products and markets.
The ability to articulate complex ideas fluently and clearly.
Proficiency in programming languages such as R, Python, MATLAB, and SQL, with the ability to work within an established code base. Knowledge of C++ programming is preferred.
Previous experience in model validation and development, particularly in areas such as credit risk, counterparty credit risk, or market risk is necessary. Candidates should be adept at handling model validation assignments with minimal supervision.
For this position, candidates should have 6-10 years of experience in model development or validation roles in financial institutions.