
Quantitative Risk Manager
1 week ago
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
-
Head of Quantitative Risk
1 week 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 Management Professional
1 week ago
Sydney, New South Wales, Australia beBeeRiskManager Full time $160,000 - $240,000Model Risk Manager Job DescriptionThis role involves reviewing and validating models used for capital calculations, economic capital, stress testing, and credit provisioning. The successful candidate will have a strong understanding of financial markets and risk factors.Key Responsibilities:Review models for capital calculations, including market risk and...
-
Quantitative Risk Analyst
1 week 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...
-
Sydney, New South Wales, Australia beBeeRisk Full time $180,000 - $250,000Quantitative Manager, Model Risk PositionThis is an exciting opportunity to join our team as a Quantitative Manager, Model Risk. In this role, you will be responsible for the independent validation of all models across various markets and financial instruments.The successful candidate will have a strong background in quantitative finance, with experience in...
-
Quantitative Risk Analyst
1 week 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...
-
Quantitative Specialist, Risk Modelling
1 week ago
Sydney, New South Wales, Australia beBeeRisk Full time $80,000 - $120,000Job Title:Quantitative Specialist, Risk ModellingJob Description:The purpose of this role is to develop quantitative methods for managing risk within financial institutions.This will involve collaborating closely with the risk and strategy teams to design and implement risk models that support business growth.Key responsibilities include developing stress...
-
Quantitative Risk Specialist
2 weeks ago
Sydney, New South Wales, Australia beBeeRisk Full time $70,000 - $120,000Job DescriptionWe 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...
-
Manager, Market Risk
1 week ago
Sydney, Australia Perigon Group Full timeCBD, Permanent Role - Sound knowledge of APRA and Basel requirements - R, Python, SQL coding experience required **Perigon Group is excited to partner with a reputable Financial Services Group, an employer of choice in the Sydney Market. They are seeking a Manager of Market Risk & Quantitative Analytics to join their team.** - Responsibilities will...
-
Quantitative Risk Strategist
1 week ago
Sydney, New South Wales, Australia beBeeCreditRiskSpecialist Full time $150,000 - $190,000Credit Risk Modelling Manager RoleYou will be responsible for building, implementing and executing capital and provisioning models across our product suite.This role requires you to monitor model performance and collaborate with the validation team to ensure accurate risk assessments.Advanced degree in a quantitative discipline such as Mathematics,...
-
Quantitative Credit Risk Manager
2 weeks 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 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...