Data Quantitative Analyst - Credit Risk

As a Data Quantitative Analyst, you will monitor and evaluate data for the Bank's Commercial Loan Portfolio and Credit Risk Rating Framework. You will perform advanced quantitative analysis and statistical techniques to identify trends, assess portfolio risk, and produce risk identification reporting. This role provides data-driven insights to support strategic decision-making and enhance the effectiveness of credit risk processes.

• Perform advanced quantitative analysis and statistical techniques
• Monitor portfolio performance and identify trends
• Support the Probability of Default and Loss Given Default Masterscales
• Collaborate with Model Risk Management on model governance
• Develop clear visualizations and reporting for analytical findings
• Familiarity with a common programming language and large databases