Quantitative Analyst | Contract

We are seeking Quantitative Analysts for a project within a banking client. The role focuses on the development, implementation, and monitoring of credit and operational risk models, with a strong emphasis on predictive analytics and regulatory modelling.

Skilled professionals will apply advanced statistical techniques to large, complex financial datasets, delivering robust, well-governed models aligned to business and regulatory requirements. SAS is the primary modelling environment, with additional use of R, SQL, Python, and VBA.

Key Responsibilities

• Develop, implement, and optimise credit risk and operational risk models, including:
  • Basel II/III regulatory capital models (PD, LGD, EAD)
  • IFRS 9 impairment and expected credit loss models
  • Application, behavioural, and collection scorecards
• Perform statistical analysis, forecasting, segmentation, and cohort analysis across the credit lifecycle.