Analyst - Wholesale Credit Risk Quantitative Research

About the role

Develop and monitor quantitative loss forecasting models for wholesale credit risk, supporting stress testing, capital planning, risk appetite, and loan loss reserves. Analyze large panel datasets, partner with Data and Technology teams on model implementation, and document and communicate model results for internal and regulatory reviews. A degree in a quantitative field and strong foundations in calculus, linear algebra, probability, and statistics are required, along with knowledge of statistical modeling and experience handling large panel datasets. Candidates should be proficient in Python or C++ and an object-oriented programming language, follow sound software practices, and communicate effectively; two or more years of relevant experience is preferred.