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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Required Skill Profession

Finance

📌 Hybrid Senior Quantitative Risk Analyst Role (Surrey)
🏢 Coast Capital Savings
📍 Surrey