Quantitative Risk Manager

2 weeks ago


Sydney, Australia Bluefin Resources Full time

Use your modelling skills to execute stress tests and scenario analysis
- Excellent growth opportunities
- Above Market Bonus structure

**About The Company**

You will be joining a well-known bank with great infrastructure, systems and tools who take pride in integrity and collaboration whilst providing excellence.

**About The Role**

As a Risk Manager - Stress Testing, You will play a vital role in the organisations Financial Services Treasury function, focusing on Funding, Liquidity, Interest Rate Risk Management, Capital, Provisioning, and Risk Modelling. You will be expected to Take ownership of stress testing execution, scenario analysis, and statistical model development to ensure compliance with regulatory requirements and enhance risk management practices.

**Responsibilities**:

- Execute stress tests and scenario analysis for ICAAP, RAS, APRA, and other regulatory purposes.
- Lead the development of statistical and quantitative models for stress testing, ensuring high-quality model documentation.
- Collaborate closely with key stakeholders, including product, prudential, credit, and data teams, to drive real change and enhance risk management practices.
- Assist in project-related work, particularly in capital, credit, and risk-related areas, providing necessary information to regulatory bodies.

**Requirements**:

- Minimum of 6 years of analytical experience in Credit Risk
- Proven experience in stress testing execution or development of credit risk models (IRB or IFRS9).
- Strong understanding of capital and provisions
- Advanced programming skills in SAS, Python, SQL, R, or similar languages.
- Tertiary qualifications in Maths, Statistics, Quantitative, or related fields preferred.
- Excellent analytical, problem-solving, and communication skills.

BBBH53785_168542784103108



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