Quantitative Credit Risk Analyst

4 days ago

Sydney, Australia Bluefin Resources Full time

Excellent 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. 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
- 3 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.

BBBH53164_168023429551785

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