Quantitative Analytics Consultant, Integrated Risk Modelling
- Posted 4 hours ago admin Not Updated Yet
Required Skills
Quantitative Model Development
Credit Risk Stress Testing
IFRS9 Provisioning
Statistical Programming
Data Analysis
Regulatory Compliance
Problem Solving
Job Description Quantitative Analytics Consultant, Integrated Risk Modelling DLL Group
About This Role
Join DLL Group, a global asset finance company, at the forefront of financial innovation and risk management. We are seeking a highly skilled and motivated Quantitative Analytics Consultant to join our Integrated Risk Modelling team. This pivotal role sits within the broader Predictive Modelling department, which also encompasses the IFRS9 Model Development and Analytics as a Service sub-teams. Our Integrated Risk Modelling team is the cornerstone of DLL’s risk landscape, where robust and accurate models are not just tools, but the very backbone of our strategic business operations and regulatory compliance. As a Model Developer within this team, you will be instrumental in unraveling complex financial challenges that have a profound influence across every level of the company. You will leverage your expertise to develop, validate, and implement sophisticated risk models that directly impact our credit decisions, capital allocation, and overall financial stability. This is an exceptional opportunity for a quantitative professional to apply deep analytical skills in a dynamic, global financial services environment, contributing directly to DLL's continued success and resilience.
Key Responsibilities
- Develop, enhance, and validate advanced quantitative models for various risk types, including credit risk, market risk, and operational risk, ensuring their robustness and predictive power.
- Lead and contribute significantly to credit stress testing initiatives, specifically focusing on regulatory frameworks such as ICAAP (Internal Capital Adequacy Assessment Process) and EBA (European Banking Authority) guidelines.
- Drive the development and maintenance of IFRS9 (International Financial Reporting Standard 9) provisioning models, ensuring compliance with accounting standards and accurate financial reporting.
- Translate complex business problems and regulatory requirements into precise mathematical and statistical model specifications and actionable analytical solutions.
- Conduct in-depth data analysis, exploring large and diverse datasets to identify trends, anomalies, and opportunities for model improvement and enhanced risk insights.
- Collaborate closely with internal stakeholders across finance, risk management, IT, and business units to understand their needs, gather requirements, and effectively communicate model methodologies, assumptions, and results.
- Ensure rigorous documentation of all model development processes, methodologies, validation results, and implementation procedures to meet internal policies and external regulatory scrutiny.
- Monitor model performance, recalibrate models as necessary, and contribute to the continuous improvement of risk modelling frameworks and data infrastructure.
- Present complex analytical findings and strategic recommendations to senior management and relevant committees in a clear, concise, and impactful manner.
- Stay abreast of the latest industry trends, regulatory changes, and advancements in quantitative finance and machine learning techniques to continuously enhance DLL's modelling capabilities.
Requirements & Qualifications
- Master's or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Statistics, Economics, Computer Science, or a related discipline.
- Proven experience (typically 3-7 years) in quantitative model development, validation, or risk analytics within the financial services industry, preferably with exposure to asset finance or banking.
- Demonstrated expertise in credit risk modelling, including PD, LGD, and EAD components, and experience with various model methodologies.
- Solid understanding and practical experience with regulatory stress testing frameworks (e.g., ICAAP, EBA guidelines) and IFRS9 accounting standards.
- Proficiency in statistical programming languages such as Python, R, or SAS, along with experience in handling large datasets and databases (SQL).
- Strong analytical and problem-solving skills, with the ability to dissect complex issues and develop innovative, data-driven solutions.
- Excellent written and verbal communication skills, capable of explaining intricate technical concepts to both technical and non-technical audiences.
- Ability to work independently as well as collaboratively within a fast-paced, international team environment.
- High degree of intellectual curiosity and a commitment to continuous learning and professional development.
Skills & Competencies
- Quantitative Model Development & Validation
- Credit Risk Stress Testing (ICAAP, EBA)
- IFRS9 Provisioning
- Statistical Programming (Python, R, SAS)
- Data Analysis & Interpretation
- Regulatory Compliance & Reporting
- Complex Problem Solving
- Stakeholder Management & Communication
What We Offer
At DLL, we believe in fostering a supportive and challenging work environment where our employees can thrive and make a tangible impact. We are committed to your professional growth and offer opportunities for continuous learning and development within a global organization. While specific benefits may vary by location and contract type, we strive to provide a comprehensive package that recognizes your contributions and supports your well-being, including a competitive salary, performance-based incentives, and a focus on work-life balance. Join a team where innovation is encouraged, and your expertise is valued in shaping the future of asset finance.
- Competitive Salary & Compensation Package
- Professional Development & Growth Opportunities
- Collaborative Global Work Environment
- Work-Life Balance Initiatives
- Impactful Work on Core Business Strategy
How to Apply
If you are a highly analytical and driven quantitative professional looking to make a significant impact in a leading global financial institution, we encourage you to apply. Please submit your resume and a cover letter detailing your relevant experience and qualifications through our careers portal. We look forward to reviewing your application and exploring how your skills can contribute to the success of DLL's Integrated Risk Modelling team.
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DLL Group is a specialized recruitment firm dedicated to connecting top-tier talent with leading opportunities in the advisory and consultancy sectors. We serve as a crucial link, empowering both organizations to find the expertise they need and professionals to advance their careers.
With deep industry insight, our expertise lies in identifying and placing high-caliber advisors and consultants across various specializations. We offer comprehensive talent acquisition services, meticulously matching skilled individuals with roles that align with their professional aspirations and our clients' strategic objectives.
At DLL Group, our mission is built on a foundation of integrity, expertise, and a genuine commitment to success. We foster a culture that values strong relationships, transparent communication, and a dedication to achieving optimal outcomes for both our clients and candidates.
Joining DLL Group means becoming part of a dynamic team at the forefront of talent acquisition for the consultancy industry. We offer exciting career opportunities for recruitment specialists who are passionate about making a significant impact on professional journeys and organizational growth.
Office Location:
Nederland