senior quantitative analyst in Sydney CBD

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job details

posted
location
sydney cbd, new south wales
specialism
banking & financial services
job type
permanent
salary
AU$ 100,000 - AU$ 120,000 per year
reference number
90M0342945_1523415557
contact
david jackson, randstad
phone
02 8298 3805
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job description

Reporting into Senior Management, this role will be pivotal in managing the local and international exposures for the business through development of the credit and market risk frameworks. This will extend to the ongoing maintainance of the market and credit risk models, so will offer a broad technical element along with the analytical and strategic aspects.

As such, the responsibilities will include:

  • maintainance , development and monitoring of credit risk models
  • Completing stress testing across the portfolios, reporting across the business to understand relevant exposures for the business
  • Manage the reporting process for performance of credit scorecards and portfolios.
  • being the key point of contact for senior management to understand overall portfolio performance.

To be considered for this role you will be required to have the following:

  • Minimum of 7yrs experience in credit risk modelling and quantitative analytics
  • Strong programming skills with SQL and SAS Base.
  • Relevant post graduate qualifications, e.g. Applied finance, Quant science
  • Solid understanding of the application of credit bureau data for credit decisioning purposes.
  • Strong communication skills are essential

For further information on this role, please contact David Jackson on david.jackson@randstad.com.au. Suitable candidates will be contacted within 5days of application.



skills

Credit Risk, Market Risk

qualification

"Applied Finance"

educational requirements

Master's Degree