Quantitative Risk Specialist

1 week ago

Sydney, New South Wales, Australia beBeeRisk Full time $70,000 - $120,000
Job Description

We are seeking a skilled professional to join our Model Risk team in Sydney. The successful candidate will play an active role in reviewing models used for Capital calculations, including Market Risk and Credit Risk, Economic Capital, Stress Testing, and Credit Provisioning.

The team has global reach, performing validations for Finance and Group Treasury models as well as models used to meet local regulatory requirements of our entities around the world.

You will also use theoretical analysis and mathematical research for benchmarking best practices to meet business needs and documentation of reviews.

Key Responsibilities
  • Review and validate models used for Capital calculations, including Market Risk and Credit Risk, Economic Capital, Stress Testing, and Credit Provisioning.
  • Perform validations for Finance and Group Treasury models as well as models used to meet local regulatory requirements of our entities around the world.
  • Use theoretical analysis and mathematical research for benchmarking best practices to meet business needs and documentation of reviews.
Requirements

To be successful in this role, you will need:

  • A relevant qualification in a quantitative discipline.
  • 3-7 years of relevant experience in a quantitative role with exposure to modelling and implementation.
  • A good understanding of financial markets and key risk factors for financial products.
  • Strong written and verbal communication skills with great attention to detail.
  • An interest in mathematics and coding, and prior experience with Market Risk models will be advantageous.
About Us

Our Risk Management Group works as an independent and centralised function, responsible for independent and objective review and challenge, oversight, monitoring and reporting in relation to our material risks.

We are a global team that aims to manage the risks of today and anticipate the risks of tomorrow.

Our divisions include compliance, credit, financial crime risk, internal audit, market risk, operational risk, aggregate risk and prudential, and central.

Why Join Us?

We are committed to fostering a diverse, equitable and inclusive workplace.

We encourage people from all backgrounds to apply and welcome all identities, including race, ethnicity, cultural identity, nationality, gender (including gender identity or expression), age, sexual orientation, marital or partnership status, parental, caregiving or family status, family and domestic violence status, neurodiversity, religion or belief, disability, or socio-economic background.

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