The position

• In this role, you’ll be required to support the financial risk management (FRM) team, financial reporting, and credit risk teams with data-driven analysis to help make strategic credit and deposits products decisions.

Responsibilities

• Monitor performance of the credit portfolio to optimize profitability and reach growth targets
• Collaborate with the portfolio management team, decision science, product, engineering and treasury teams to propose experiments and policy changes.
• Conduct ad-hoc analysis to identify underlying explanations for changes in credit portfolio performance, propose solutions and evaluate expected portfolio impacts.
• Manage the company’s IFRS 9 ECL models, and computations monthly on tools like SAS and R.

Requirements

• 2+ years of relevant experience
• Fluent in SQL and Excel. Proficient in R/Python/SAS, or similar statistical analysis tool, is a plus
• Previous experience in analytics and/or quantitative modelling, using large datasets