
Quantitative Credit Risk Manager
1 week ago
Excellent Opportunity to join one of the largest financial service institutions
- Leverage your quantitative skills to join a team of specialist model reviewers
- Exciting opportunity to review new model classes such as ALGO, ML & AI
An excellent opportunity exists for a Quantitative Credit Risk Manager within one of Australia's largest financial service institutions. Joining a team of specialist model reviewers, you will take responsibility for ensuring the group is compliant across credit risk model management practices.
Day to day accountabilities;
- Review models, risk systems, loan loss provisioning and capital management across different risk classes
- Independent validation of both reatil and non-retail risk models & scorecards
- Analyse and document issues within the risk management practices
- Engage and consult with key stakeholders including; group risk, product risk areas and external agencies
- Have an opportunity to review new model classes such as MI, AL and ALGO
To succeed in this role you will need;
- A degree (ideally postgraduate) in a numeric discipline; statistics, mathematics, econometrics, actuarial
- 5 years' experience in quantitative & statistical modelling
- Knowledge of the Basel regulatory framework; PD, LGD and EAD modelling
- Understanding the linkages between risk assessment, quantification, economic and regulatory capital and credit provisions
- Programming skills in SAS, SQL, R & Tableau
- Strong communication skills
The role is an opportunity to work across multiple risk classes, giving you a very top down view of the banks risk management practices. It comes with excellent growth opportunities with one of Australia's largest financial services organisation.
For more information, please contact Awais on 0421 901 366.
BBBH53165_168023490050981
-
Quantitative Credit Risk Analyst
1 week ago
Sydney, Australia Bluefin Resources Full timeExcellent opportunity to join one of the largest financial service institutions - Leverage your quantitative skills to join a team of model reviewers - Excellent opportunity to work on new model classes such as ALGO, ML & AI An excellent opportunity exists for a Senior Quantitative Analyst within one of Australia's largest financial service institutions....
-
Head of Quantitative Risk
2 days ago
Sydney, Australia QBE Full timePrimary Details Time Type: Full time Worker Type: Employee- Head of Risk, Quantitative Analytics & models- Location: Sydney- Type: Permanent Your part in a changing world At QBE, our purpose is to enable a more resilient future. We’re an international insurer and reinsurer with a local presence in 27 countries. Leveraging our deep expertise and...
-
Quantitative Risk Analyst
2 days ago
Sydney, Australia Australian Prudential Regulation Authority (APRA) Full time**Contribute to APRA’s role as prudential regulator of financial institutions in the systemically important area of market risk measurement**: - **Join a team of enthusiastic professionals, with a unique insight into the Financial Services World**: - **Opportunity for flexible working arrangements in a workplace that values diversity, inclusion and...
-
Credit Risk
6 days ago
Sydney, New South Wales, Australia J.P Morgan Full time $90,000 - $120,000 per yearAs part of Risk Management, you are at the centre of keeping JPMorganChase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management is all about...
-
Quantitative Risk Analyst
2 days ago
Sydney, Australia Snowyhydro Full timeSnowy Hydro is a dynamic, integrated energy business that has been providing on-demand, reliable energy to Australia for generations. Snowy Hydro owns and operates a powerful combination of generation assets, including the mighty Snowy Mountains Scheme, gas and diesel plants, and contracted wind and solar energy. We also provide electricity and gas to about...
-
Credit Risk Modelling Manager
2 days ago
Sydney, Australia Ethos BeathChapman Full time**Job Details**: **Location** Sydney **Salary** $130000 - $160000 per annum **Job Type** Permanent **Ref** BH-171512-5 **Contact** Valerie Lai- **Contact phone** - +61 8227 9200 - **Posted** about 4 hours ago - Join a Tier 1 Institution as the business grows their Credit Risk Modelling team overseeing a wide range of models including PD, LGD, and...
-
Credit Risk Modeller
2 weeks ago
Council of the City of Sydney, Australia BeathChapman Pte Ltd Full timeThe Role: My client, a Tier-1 Australian Bank is looking for a Credit Risk Modeller to build and enhance existing capabilities through research into new methodologies. With your eye for detail and proven design skills, you’ll provide detailed analysis, designing and data modelling within their development test and production environments. Your Duties: -...
-
Quantitative Manager, Model Risk
1 week ago
Sydney, Australia Westpac Banking Corporation Full timeQuantitative Manager, Model Risk - Markets - Permanent opportunity to join the Model Risk Team - Flexible Hybrid working environment - Open to any location across Australia **How will I help?** The Model Risk team is responsible for the independent validation of all models across Westpac Group as well as other model risk management activities. The team and...
-
Manager, Quantitative Analytics
1 week ago
Sydney, Australia Rabobank Full time**About us** Rabobank is the world’s leading specialist in food and agribusiness banking. One of our key strengths lies in our people who have a deep understanding of agriculture and are committed to adding long-term value for clients. Our commitment to our employees and clients is at the heart of everything we do. At Rabobank our culture is unique,...
-
Credit Risk Analyst
1 week ago
Sydney, Australia AMP Limited Full timeIf you live in Australia or New Zealand, you’ve likely heard of AMP. But at a time when society is changing, we are too. We’re now a nimbler business with new leadership and thinking. For us, these are exciting times. There’s a real potential for big thinkers to help us redefine what financial services could be. And turn our legacy into something even...