Embrace a meaningful career as the Senior Quantitative Risk Specialist at Coast Capital, offered in a hybrid format. Focus on developing credit risk models and scorecards for commercial lending.

In this full time role, you will lead the validation and implementation of commercial credit risk models, ensuring alignment with internal standards and regulatory practices. With emphasis on collaboration, you will also support risk monitoring, pricing strategies, and enhance governance practices across departments.

Key competencies include quantitative analysis, stakeholder engagement, and credit risk strategies.

Key Responsibilities:
Develop, document, and enhance credit risk models
Execute data-driven methodologies for commercial portfolios




Compile reports and documentation for management oversight
Assist in stress testing and expected loss analysis
Collaborate across Credit Risk and Lending divisions

Requirements:
4–6+ years' experience in risk modelling or quantitative analysis
Solid understanding of PD, LGD, and EAD methodologies
Direct experience with scorecard and risk rating development
Proficiency in Python, SQL, and advanced Excel
Bachelor’s degree in a quantitative discipline required

Use your skills in quantitative risk analysis to influence lending decisions at Coast Capital.
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📌 Hybrid Senior Quantitative Risk Analyst Role Surrey
🏢 Coast Capital Savings
📍 Surrey