quantitative analyst - wholesale in Sydney

darren ruane, randstad
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sydney, new south wales
banking & financial services
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darren ruane, randstad
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job description

Quantitative Analyst Wholesale

How will I help?

As an Analyst Wholesale Credit Models, you will analyse the credit risk on wholesale customers by developing models that predict default risk, losses and exposures in order to have correct assessment of the bank’s capital and to meet regulatory requirements.

  • Opportunity to provide a model risk advisory role to the business and add value through your independent review and challenge of existing models.
  • Analysis and estimation of the drivers of credit risk of wholesale customers according to internal standards and regulatory requirements.
  • Assessing the impact of these drivers on the capital position.
  • Assessment of emerging risks on the various portfolios, geographies and business units.
  • Contribute to building models that accurately estimate the credit risk of wholesale customers according to internal standards and regulatory requirements.

Experience and Qualifications needed

With a background in credit risk management, you have experience with industry best practice tools and techniques/statistical portfolio management. Known for having an enquiring mind, you aren’t shy about asking questions when there is ambiguity and pride yourself on your continuous improvement mindset.

In addition, you will have:

  • Degree qualified within maths/statistics
  • Strong numeracy / analytical skill, with tertiary qualifications within mathematics / statistics / finance / risk related disciplines
  • Programming experience in R/SQL/Python/Matlab/SAS and excel skills are essential
  • 2+ years of relevant experience with credit risk management (retail or wholesale), or other statistical modelling
  • Knowledge of machine learning techniques is desirable
  • Demonstrated team and relationship building skills
  • A strong commercial acumen and with good communication skills

To learn more please click apply or send your resume to darren.ruane@randstad.com.au

At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.


risk modelling



educational requirements

Master's Degree