senior quantitative analyst, credit risk in Melbourne

posted
contact
darren ruane, randstad
job type
permanent

job details

posted
location
melbourne, victoria
specialism
banking & financial services
job type
permanent
working hours
Full-Time
reference number
90M0421546_1595978402
contact
darren ruane, randstad
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job description

What's in it for you?

This is an exciting role for a Senior Quant Analyst to join a major financial business working across a vary of projects in retail, non retail, commercial, etc. This is a newly created role as well as good pay and a great culture, joining our client means you’ll get lots of perks including some of the best banking, wealth and insurance benefits in the market.



Position Overview:

This is an exciting new role that will provide you with the opportunity to apply your technical knowledge and experience within financial risk models to analyse and enhance our clients credit, traded/ or non traded market risk models. You will be reporting to the Manager, Model Review.

Job Requirements:

  • Identification of business improvements in relation to models
  • Validation of medium materials models used in the Bank. This include stakeholder model owner engagement, writing of a validation report, assigning a validation rating of models and negotiating remedial actions following a validation
  • Review and devlop risk settings relative to risk appetite, regulatory requirements and emerging risks to the Home Lending Portfolio
  • Opportunity to provide model risk advisory role to the business and add value through your independent review and challenge of existing models

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
  • Proven retail or non-retail credit risk modelling or model validation covering Internal Ratings Based (IRB), provisioning and scorecard models. Experience with stress testing and economic capital modelling is advantage
  • Advanced skilks in SAS, R, SQL, Microsoft Suite SQL skills
  • 2+ years of experience in a similar role
  • Demonstrated team and relationship building skills
  • A strong commercial acumen and with good communication skills

What’s On Offer

With a generous remuneration package you will have education and volunteer leave to learning benefits and banking discounts

To apply online please click the 'Apply' button below or send to Darren Ruane at 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.

skills

Credit Risk, SAS

qualification

Masters

educational requirements

Master's Degree