Quantitative Risk Specialist

3 days ago


Sydney, New South Wales, Australia Bluefin Resources Full time

About the Opportunity

We are seeking a highly skilled Quantitative Risk Specialist to join our Model Validation team at Bluefin Resources in Sydney. This exciting opportunity suits candidates with strong quantitative skills, an eye for detail, and a passion for innovation in a highly regulated environment.

Job Description

In this role, you will use advanced analytical techniques and mathematical methods to benchmark best practices, support organisational objectives, and deliver detailed documentation of model reviews. You'll assess models designed to meet evolving regulatory standards for APS117 and APS 113 etc.

Key Responsibilities

  • Benchmarking and validation of models used for capital calculations, stress testing, economic capital, and credit provisioning
  • Assessing models designed to meet regulatory standards
  • Delivering detailed documentation of model reviews
  • Collaborating with stakeholders to identify areas for improvement

Requirements

To be successful in this role, you will require:

  • A minimum of 5 years' experience in modelling, validation, development, and implementation across various risk classes
  • Strong tertiary qualifications in a Quantitative field – Mathematics, Statistics, Applied Finance etc.
  • Proficiency in SQL, R, and/or Python programming languages
  • Good knowledge of financial markets and financial products
  • Excellent written and verbal communication skills, coupled with a keen eye for detail

Salary Range

The estimated salary range for this position is AU$120,000 - AU$150,000 per annum, depending on experience and qualifications.



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