quantitative analyst - basel iii in Sydney CBD

posted
contact
darren ruane, randstad
job type
temporary
salary
AU$ 850 - AU$ 1,000 per day

job details

posted
location
sydney cbd, new south wales
specialism
banking & financial services
job type
temporary
working hours
Full-Time
salary
AU$ 850 - AU$ 1,000 per day
reference number
90M0399679_1573183145
contact
darren ruane, randstad
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job description

Senior Quantitative Analyst – Basel III

The Quantitative 4 Analyst positions will be working on a major Basel III project being in Stress Testing, Provisioning and Scorecard validating and maintenance of retail and wholesale credit risk models. Responsible for the delivery of modelling assignments and will be required to work in an autonomous environment, liaising with internal stakeholders, regulators and managing modelling projects. This project is looking to be going on till 2022.

Key Responsibilities:

  • Responsible for the assessment, development and/or recalibration of IRB credit risk models (PD, LGD, EAD) in the context of Basel III.
  • Perform data sourcing, analysis and quality checks to ensure data is suitable and robust for modelling purposes.
  • Ensure that all modelling processes, decisions and outcomes are appropriately documented.
  • Effectively communicate and collaborate with the broader Basel III project and business stakeholders.

Key Requirements:

  • 3+ years’ experience in credit risk modelling
  • SAS programming skills. Experience in other statistical programming languages would also be considered.
  • Tertiary qualifications in quantitative discipline such as mathematics, statistics, actuarial sciences or equivalent employment background
  • Experience in handling large complex datasets, data manipulation and analysis.
  • Effective communicative and stakeholder management skills.
  • Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous.

If you have the required experience and are interested please click apply or email Darren Ruane directly on darren.ruane@randstad.com.au

skills

Modelling Analyst

qualification

Masters Degree

educational requirements

Master's Degree