Pricing Model Analyst
As a Pricing Model Analyst, you will fulfil a range of analytical activities through the application of statistical methodologies and data analysis to support the continued development of the company’s pricing infrastructure.
The Client: A well-established financial services business that will, following a recent acquisition, be one of the largest credit management service providers in Europe.
This Client does not provide sponsorship.
- Analysing and reporting on the robustness of existing models, making recommendations for improvements where appropriate
- Supporting the design, development and implementation of improvements to existing models, or the creation of new pricing models
- Working closely with the transaction Pricing Analysts to gather feedback and obtain ideas for new processes that would help further streamline front-line valuation activity
- Continuously exploring new statistical techniques, modelling methods and software followed by testing new approaches where appropriate
- Actively participating in the department’s Modelling Symposium, which entails the discussion of theoretical and methodological papers, peer-review of ongoing projects, topical seminars, and ongoing training focused on effective communications, data visualisation, and experimental methods
- Serving as an asset valuation and data analysis thought leader, with a particular focus on Debt Purchase activities
- Undergraduate degree with at least a 2.1 grade in a quantitative field which included a significant proportion of statistics (e.g., economics, math, physics)
- Knowledge of statistical modelling methodologies, such as logistic regression, generalized linear models and ANOVA
- Basic working knowledge of one or more of Base SAS, SAS/STAT, R, Matlab, IDL, and/or a related platform
- Proficient with MS Office, especially Excel (experience with database structures would also be helpful)
- Some experience operating in a related field (e.g., asset valuation/pricing, predictive modelling, credit scoring)