Quantitative Risk Analyst

SUMMARY:
Credit Quantitative Consultant
 
Are you passionate about credit risk modelling and data-driven decision-making? Do you thrive in fast-paced environments where your analytical skills can make a real impact? This is your opportunity to join a dynamic and growing consulting firm that partners with leading financial institutions to solve complex credit risk challenges.
My client is looking for a Credit Quantitative Consultant to join a high-performing analytics team, working on cutting-edge projects across retail and wholesale portfolios. If you're ready to stretch your modelling, coding, and client delivery skills in a startup-style consulting environment, we want to hear from you.

POSITION INFO:
Model Development & Validation

• Build, refine, and validate credit risk models across the credit lifecycle (PD, EAD, LGD, SICR, ECL)
• Work with both retail and wholesale portfolios across product types (e.g. amortising loans, revolving credit)
• Ensure models meet IFRS 9 and Basel regulatory standards
• Develop data cleaning, diagnostics, transformation, and back-testing tools
• Code all modelling and data processes in SAS, SQL, or Python
• Research and apply advanced techniques, including machine learning where applicable

• Work directly with client teams, management, and auditors during engagements
• Prepare clear, high-quality documentation and present insights to stakeholders
• Ensure accurate, timely delivery of model outputs and results

• Contribute to the development of marketing and proposal material
• Assist in client presentations and proposal pitches

• Honours degree (or higher) in a quantitative discipline such as Mathematics, Statistics, Actuarial Science, Applied Mathematics, Engineering, or related field

• 1-3 years of professional experience, including at least 3 years in credit risk modelling
• Strong working knowledge of IFRS 9 and/or Basel regulations
• Hands-on experience coding in SAS and/or SQL (Python is an advantage)
• Experience working in Excel, PowerPoint, and Word
• Cloud computing exposure is a plus

• Proactive, self-starter with a problem-solving mindset
• Strong communicator with the ability to simplify complex technical topics
• Collaborative team player with a solid work ethic
• Ability to work under pressure and manage deadlines

• Work on high-impact credit risk projects across leading banks and lenders
• Be part of a growing, agile, and expert team that values innovation
• Enjoy hybrid flexibility and a startup-style environment with real career growth
• Get involved in cutting-edge modelling techniques, including AI and machine learning