Senior Analytics Consultant, Risk Modelling

About This Role

DLL Group is a global financial services company providing asset-based financial solutions in the agriculture, food, healthcare, clean technology, construction, transportation, and industrial equipment sectors. We believe in the power of partnerships and are dedicated to helping businesses grow. At the heart of our robust risk management framework lies the Integrated Risk Modelling team, a pivotal component of our broader Predictive Modelling department. This department also encompasses IFRS9 Model Development and Analytics as a Service, working collaboratively to provide critical insights and tools. As a Senior Analytics Consultant within the Integrated Risk Modelling team, you will be instrumental in developing, enhancing, and maintaining advanced quantitative models that serve as the backbone of DLL's business operations and strategic decision-making. This role offers a unique opportunity to unravel complex financial challenges, applying sophisticated analytical techniques to influence the company at every level, from operational efficiency to regulatory compliance and capital planning. Your contributions will directly impact DLL’s ability to navigate the dynamic financial landscape and sustain its growth trajectory.

Key Responsibilities

• Model Development and Enhancement: Design, develop, and implement robust quantitative models for various risk domains, ensuring their accuracy, reliability, and compliance with internal and external standards.
• Credit Stress Testing Expertise: Take a leading role in developing and refining models specifically for credit stress testing, including critical regulatory exercises such as the Internal Capital Adequacy Assessment Process (ICAAP) and European Banking Authority (EBA) stress tests. This involves deep dives into scenario analysis, macroeconomic impacts, and portfolio behavior.
• IFRS9 Provisioning Support: Contribute significantly to the development and maintenance of models used for IFRS9 expected credit loss (ECL) provisioning, ensuring compliance with international accounting standards and providing accurate financial reporting insights.
• Complex Problem Solving: Analyze intricate financial data, identify underlying patterns, and formulate innovative solutions to complex business problems that span credit risk, market risk, and operational risk.
• Cross-functional Collaboration: Work closely with other sub-teams within Predictive Modelling (IFRS9 Model Development, Analytics as a Service), as well as Risk Management, Finance, Business Units, and IT to integrate models, validate results, and ensure alignment with business objectives.
• Documentation and Validation: Produce comprehensive model documentation, including methodology, assumptions, limitations, and validation reports, adhering to internal policies and regulatory expectations.
• Regulatory Compliance and Reporting: Stay abreast of evolving regulatory requirements (e.g., Basel, EBA guidelines, IFRS9) and ensure all models and processes meet these standards, contributing to internal and external reporting.
• Performance Monitoring: Continuously monitor the performance of developed models, identifying areas for improvement, recalibration, or redevelopment to maintain predictive accuracy and relevance.
• Stakeholder Communication: Effectively communicate complex analytical concepts, model results, and recommendations to both technical and non-technical stakeholders, influencing strategic decisions.

Requirements & Qualifications

• Master's or PhD degree in a quantitative field such as Financial Engineering, Statistics, Mathematics, Economics, Computer Science, or a related discipline.
• Proven experience (typically 5+ years) in risk model development, validation, or analytics within the financial services industry, preferably in banking or leasing.
• Strong theoretical and practical understanding of credit risk modelling, including PD, LGD, and EAD components.
• Demonstrable expertise in credit stress testing methodologies (e.g., ICAAP, EBA frameworks) and their practical application.
• In-depth knowledge of IFRS9 accounting standards and experience with expected credit loss (ECL) modelling approaches.
• Proficiency in statistical programming languages such as Python, R, or SAS, and experience with SQL for data extraction and manipulation.
• Solid understanding of regulatory requirements pertaining to risk models (e.g., Basel III, EBA guidelines).
• Exceptional analytical, problem-solving, and critical thinking skills with a keen eye for detail.
• Ability to translate complex quantitative concepts into clear, actionable business insights.
• Excellent written and verbal communication skills, capable of presenting findings to diverse audiences.

Skills & Competencies

• Advanced Risk Modelling
• Credit Stress Testing (ICAAP, EBA)
• IFRS9 Provisioning and ECL Modelling
• Statistical Programming (Python, R, SAS)
• Data Analysis and Manipulation (SQL)
• Regulatory Compliance (Basel, EBA)
• Complex Problem Solving
• Quantitative Analysis
• Stakeholder Communication

What We Offer

DLL is committed to fostering a supportive and dynamic work environment where employees can thrive professionally and personally. We offer a culture that encourages innovation, continuous learning, and collaboration. While specific benefits packages can vary and are often tailored, you can expect opportunities for professional growth, impactful work that shapes the future of financial services, and a chance to contribute to a global organization with a strong sense of purpose.

• Contact employer for benefits information.

How to Apply

If you are a highly analytical and driven individual passionate about leveraging data and models to solve complex financial challenges and contribute to a leading global financial services company, we encourage you to apply. Please submit your resume and cover letter detailing your relevant experience and qualifications through our careers portal. Join DLL and become a part of a team that is shaping the future of risk management!