Manager, Quantitative Analytics

Rabobank is the world’s leading specialist in food & agribusiness banking. One of our key strengths lies in our people who have a deep understanding of agriculture & are committed to adding long-term value for clients. Our commitment to our employees & clients is at the heart of everything we do.

**About the role**

Rabobank has an opening for a Manager, Quantitative Analytics. In this role you will be responsible for providing the advanced analytical & reporting needs within Rabobank Australia & New Zealand (RANZ). You will make you mark adding value to the business through advanced credit risk modelling techniques, provisioning & stress testing.

This role is based in Sydney & is a part of Rabobank’s Line 2 Enterprise & Operational Risk Management (EORM) department. The Data & Analytics team within EORM is a data & analytics centre-of-excellence that services the whole Risk Division.

**Top Role Accountabilities**:

- Provide core analytical reporting & documentations on local model monitoring, quarterly provisioning, stress testing & regulatory capital with value adding insights on key drivers & effective scenario testing
- Champion advanced analytics skills & modelling techniques within the risk teams & help establish a strong culture on data & analytical driven decisions
- Utilising advanced statistical, financial & economic concepts to develop analysis that can be used by management in business decisions such as pricing, risk management, provisioning & capital allocation to ensure business value is being delivered.
- Support the design, development, monitoring & documentation of credit risk models in consultation with the global team to help business with accurate forecasts & risk management
- Exploring opportunities to integrate ESG risk factors into risk management initiatives & practices.
- Ensures risk reporting is aligned to / supports enterprise key risks & risk appetite statements & is insightful & meaningful.

**To Be Successful You Will Have**:

- Experience in stress testing, provisioning & advanced quantitative techniques for credit risk
- Strong experience in model development & model monitoring such as for AIRB & IFRS9 models
- Experienced in communicating concise & actionable insights using data visualisation Power BI tools
- Advanced coding capability in Python
- Tertiary qualifications majoring in statistics/mathematics/quantitative field

**What we're proud to offer you**:
**Wellbeing leave**. These 2 extra leave days support greater work/life balance & is just another way we are helping our employees to lead happier, healthier, & more fulfilling lives

**Education Assistance Program**. Rabobank values the development of its people & has a great Education Assistance Program to assist with professional development

**Parental Leave** that supports you & your family while giving you the freedom & flexibility to enjoy this special time (Primary carer up-to 14 weeks paid leave)

**Bonus and Additional Leave**. We realise sometimes 4 weeks Annual Leave isn't enough At Rabobank we provide an incentive for eligible employees to receive 1 extra week Annual Leave & an option to purchase another 2 weeks Annual Leave

**Extra Insurance**. Rabobank recognises that employees need to protect their financial wellbeing, in the event of serious illness, injury, or even death. Rabobank provides eligible permanent employees with employer-funded Death, TPD & Income Protection Insurance

**Rabo Workplace Giving program**. As part of Rabobank's global Corporate Social Responsibility, Workplace Giving aims to encourage employees to contribute to our community. Rabo Workplace Giving program matches employee donations to selected Social Partners.

**Our Values**

Rabobank Australia values inclusion, belonging, & positive experiences for all. Our work environment, our benefits, & the way we live our values, “Client Driven”, “Responsible”, “Professional” & “Cooperative” make it a great place to work. We welcome applicants from diverse backgrounds.

Please let our Talent Acquisition team know if you need any accommodations to make our opportunities more accessible to you.
- Rabobank is not accepting submissions from recruitment agencies for this role._