<p><b>What role you will play in team:</b>You’ll be a key member of our quantitative team, developing and validating statistical models to assess and manage credit risk within our investment banking operations. Your expertise will inform critical risk management decisions.</p><p><b>What you will do:</b> You will design, build, test, and implement sophisticated credit risk models using statistical techniques and programming languages.</p><p><b>Key responsibility:</b><ul><li>Develop and validate statistical models for credit risk assessment.</li><li>Implement models in production systems and monitor their performance.</li><li>Perform backtesting and stress testing to ensure model accuracy and robustness.</li><li>Collaborate with other modelers, risk managers, and technology teams.</li><li>Maintain documentation for all models and processes.</li><li>Stay up-to-date on advancements in quantitative modeling techniques.</li><li>Communicate complex technical information to non-technical audiences.</li></ul></p><p><b>Required Qualification and Skills:</b><ul><li>Master’s degree in a quantitative field such as Statistics, Mathematics, or Finance.</li><li>Extensive experience in credit risk modeling and statistical analysis.</li><li>Strong programming skills in languages such as Python, R, or SAS.</li><li>Excellent problem-solving and analytical skills.</li><li>Experience with large datasets and data management techniques.</li><li>Understanding of financial markets and regulatory requirements.</li></ul></p><p><b>Benefits Included:</b><ul><li>Highly competitive compensation and benefits package.</li><li>Opportunities for professional development and advancement.</li><li>A stimulating and challenging work environment.</li><li>Collaboration with top-tier professionals in the field.</li></ul></p><p><b>A Day in the Life:</b> Your day will consist of model development, testing, and validation. You'll collaborate with colleagues and communicate your findings effectively.</p>