Quantitative Modelling Director

• Establish a quants service offering through the development of new and existing client relationships, supported by marketing campaigns and thought leadership initiatives
• Convert opportunities into wins leading proposal and commercial opportunities, responding to tenders and attending pitch presentation
• Deliver profitable growth from delivering a premium service to new and existing clients
• Lead an agreed portfolio of consulting model development and quantitative analysis assignments, including scoping and planning work, reviewing deliverables, setting agreed budgets, managing risk, and ensuring high levels of quality and good commercial outcomes.
• Oversee the development of complex statistical models and tools using techniques such as regression analysis, time series and survival analyses, and Monte Carlo simulation. Code and review tools in modern computing languages (e.g., R, SAS, or Python).
• Establish policies and processes for the Quants team to act as an auditor's expert.
• Lead and oversee quantitative testing performed for audit engagement teams in respect of large and complex audit or other assurance engagements ensuring that appropriate model documentation is developed against the requirements of accounting standards and industry practices.
• Serve as a key point of contact for other specialists to answer complex technical questions.

• Education to an Advanced Degree level in a relevant quantitative subject
• Extensive experience in a quantitative modelling business unit in a professional services or consulting organisation or in an equivalent function in a corporate, especially in a banking or lending enterprise
• Strong record of model development work and significant coding expertise in relevant computing languages (eg R, SAS or Python). Strong appreciation of applicable principles of best practice.
• Expert level IT literacy with MS Office products, especially MS Excel
• Be accountable, professional and take responsibility.
• Be resilient and thrive under pressure.
• Team player with outstanding interpersonal and stakeholder management skills
• Experience of managing and developing others
• Experience of leading large initiatives and projects
• High standard of written and verbal communication, including explaining complex mathematical ideas in plain language
• Familiarity with core accounting and finance concepts
• Experience of working in a highly regulated environment and with regulated businesses

• Formal training or qualification in accounting or finance (eg ACA, ACCA, CFA, FRM, ACT, or equivalents), or evidence of equivalent knowledge learned in a finance environment
• Prior experience of ECL modelling and related impairment testing, including IFRS9, CECL methodology requirements.
• Further programming and software expertise in data analytics, presentation, application development skills (eg VBA, PowerBI, Alteryx, SQL etc)

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