Join Coast Capital as a Senior Quantitative Risk Specialist. Focus on developing and validating advanced commercial credit risk models in a hybrid work setting.
This critical role requires expertise in PD, LGD, and EAD models, emphasizing effective model governance and stakeholder collaboration. With 4–6+ years of experience in credit risk modeling, you will play an integral part in enhancing commercial lending portfolios through innovative model designs and validations.
Key Responsibilities:
• Develop and monitor credit risk models for commercial lending
• Conduct validation and documentation of risk models
• Prepare analytics for IFRS 9/ECL and stress testing
• Collaborate across Credit Risk and Analytics teams
• Enhance ongoing model performance post-implementation
Requirements:
• 4–6+ years in quantitative risk or model validation
• Advanced proficiency in SQL and Python
• Robust knowledge of model governance protocols
• Bachelor’s degree in mathematics or related field
• Familiarity with Git and big-data environments
Elevate your career by applying your quantitative skills to credit risk modeling at Coast Capital.
#J-18808-Ljbffr

📌 Quantitative Risk Specialist - Coast Capital (Surrey)
🏢 Coast Capital
📍 Surrey