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Quantitative Analyst - Glasgow, United Kingdom - Harnham

Harnham

Verified Company

Glasgow, United Kingdom

1 month ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Quantitative Analyst

Up to £65,000 +discretionary bonus scheme + private healthcare

Glasgow

Are you looking to work alongside leading experts in one of the world's largest and most respected financial institutions, a company brimming with talented, data-driven individuals with great exposure opportunities within the industry? This is an excitingopportunity to work as a Quant Analyst in the Advanced Analytics team.

THE COMPANY
A major global financial services provider engaged in retail banking, credit cards, corporate and investment banking, and wealth management. The business operates online banking services, including mobile apps, and operate an internet only banking division.

The company also has a track record of breaking new analytical ground in the sector using newer data sources, advanced techniques, and cutting-edge technologies.

THE ROLE

As a Quant Analyst, you can expect to be driving the delivery of data-led initiatives and processes via data insight.

In specific, you can expect to be involved in the following:

Support the development, calibration, monitoring and documentation of credit risk models in line with regulatory requirements, e.g. Basel, CRR, CCAR, IFRS
Enhance model management through automation and development of new approaches

Key Accountabilities

Develop new credit risk models, contributing to the development through approval
Validate performance of new models
Document new models to required standards
Manage parts of complex projects, liaising with stakeholders to ensure project progress

Stakeholder Management and Leadership

Maintain open dialogue with other modellers and validation teams on model developments and reviews
Mentor and lead junior members of the team, ensuring they are trained on modelling datasets, regulation, documentation and are able to deliver quality output and presentations to stakeholders.
Lead project meetings, provide clear plan on future steps, and guide colleagues through actions

**YOUR SKILLS AND EXPERIENCE

**The successful Quant Analyst will have the following skills and experience: - Excellent knowledge of statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, cross-validation

Track record of producing high quality written communication including results of research and presentations for technical and nontechnical audiences
Numerical programming ability using R and/or Python
Working experience with SQL
Experience in data visualization, cleaning, and feature extraction

BENEFITS