Senior Quantitative Analyst
- Leading Bank
- Permanent Role
- Model Risk Team
The Company
Major player in the Australian banking sector, driven by a mission to be the most trusted financial partner for their client base. They prioritize a premier employee experience, fostering a culture where professional development and personal well-being go hand-in-hand.
The Role
In this position, you will act as a critical "check and balance" for the bank's lending models. You will transition away from model building to focus on high-level independent scrutiny and governance.
- Model Deconstruction: You will rigorously audit the logic, data sources, and mathematical foundations of PD, LGD, and EAD models.
Regulatory Compliance: Your work ensures that the bank's internal systems align with strict APRA, Basel, and IFRS 9 requirements.
Advisory & Reporting: You will translate intricate technical findings into persuasive reports for executive leadership.
Innovation: Beyond standard audits, you will help modernize the bank's internal modelling toolkits and uplift validation standards.
Your Experience
...
Sector Background: You have a solid history in credit risk, specifically within provisioning, scorecards, or IRB frameworks.
Quantitative Mastery: You possess a sophisticated understanding of statistics and have a track record of applying these skills to real-world financial problems.
Technical Toolkit: You are highly proficient in coding with Python, R, SAS, or SQL.
Communication Skills: You can navigate high-level corporate environments, articulating complex "quant" concepts to non-technical stakeholders with ease.
Modern Workflow: While not mandatory, experience with Git or Jupyter environments will give your application a distinct edge.
To apply online, please click on the appropriate link.
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.
