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 their 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:

1. Forecasting techniques in R
2. Segmentation and cohort analysis
3. Regression analysis
4. Hypothesis testing
5. Estimation and correlation analysis

Duties and Responsibilities:

1. Development, implementation, and optimisation of credit and operational risk models (Basel II regulatory capital models, impairments)
2. Development and implementation of various quantitative models for clients in the banking and insurance industries
3. Credit risk and operational risk evaluation, including qualitative and quantitative approaches, as well as modelling, analytics, and forecasting
4. Data mining, scrubbing, cleaning, mapping, and analysis using SAS, SQL, VBA, Python, and R skills
5. Compilation of model build and business requirement documentation
6. Creation of MIS dashboards with advanced insights
7. Development and implementation of solutions to monitor the performance of existing models
8. Innovative first-principles model building and automation of processes

Education & Qualifications:

1. Completed Mathematical and/or statistical related Degree
2. Two to five years of quantitative analysis or modelling experience
3. Competent in SAS, SQL, or VBA
4. Ideally a Credit Risk or Financial risk background
5. Banking or financial exposure preferable

Knowledge:

1. Building credit risk models including scorecard development
2. Regulatory landscape
3. Implementation and automation of models
4. Understanding of credit life cycle
5. Banking knowledge and exposure
6. Market Risk and Financial Modelling knowledge
7. Data mining and analytics / Statistics
8. 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.