Quant Credit Analyst

Role Overview

This position sits at the core of our investment platform. You will:

• Design and validate sophisticated credit and risk models
• Translate Excel or research prototypes into scalable Python systems
• Deploy models into production-grade infrastructure
• Partner directly with investment and risk teams

The ideal candidate is equally comfortable with mathematical rigor and production-level engineering.

Key Responsibilities1. Quantitative Modeling & Risk Analytics

• Design, implement, and validate credit risk, portfolio risk, and pricing models
• Apply:
• Time-series analysis
• Survival analysis
• State-space models
• Markov chains
• Monte Carlo simulation
• Conduct exploratory data analysis and statistical testing
• Implement optimization techniques for pricing, capital allocation, and risk control
• Ensure strong model validation, interpretab...