Posted on: 22 July 2024
ID 919683

Senior Quantitative Analyst

IQbusiness is a leading independent management consulting firm.

We are looking for someone to join our Data & Analytics Capability team that has experience in predictive analytics or providing analytical inputs into financial and risk models.

We are primarily looking for Quantitative Analysts who are able to programme in R, however SAS, SQL, VBA and Python will also be considered. The role of this Analyst is to utilise his quantitative skills to develop and implement models and analytical solutions for our clients. The bulk of the work is typically within the banking and insurance industries and more specifically within the credit domain.

Skills & Competency
  • Forecasting techniques in R
  • Segmentation and cohort analysis
  • Regression analysis
  • Hypothesis testing
  • Estimation and correlation analysis
Duties And Responsibilities
  • Development, implementation and optimisation of credit and operational risk models (Basel II regulatory capital models, impairments)
  • Development and implementation of various quantitative models for clients in the banking and insurance industries
  • Credit risk and operational risk evaluation, including qualitative and quantitative approaches, as well as modelling, analytics, and forecasting
  • Data mining, scrubbing, cleaning, mapping and analysis using SAS, SQL, VBA, Python and R skills
  • Compilation of model build and business requirement documentation
  • Creation of MIS dashboards with advanced insights
  • Development and implementation of solutions to monitor the performance of existing models
  • Innovative first-principles model building and automation of processes
Education & Qualifications
  • Completed Mathematical and/or statistical related Degree
  • Two-five years quantitative analysis or modelling experience
  • Competent in SAS, SQL or VBA
  • Ideally a Credit Risk or Financial risk background
  • Banking or financial exposure preferable
Knowledge
  • Building credit risk models including scorecard development
  • Regulatory landscape
  • Implementation and automation of models
  • Understanding of credit life cycle
  • Banking knowledge and exposure
  • Market Risk and Financial Modelling knowledge
  • Data mining and analytics / Statistics
  • General business and process knowledge
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.
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