Manager, Quantitative Analytics

**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, because every day our people work knowing that we are all playing our part in supporting our farmers to feed the world.

Our culture is focused on growing each other. We strive to create an open, balanced and flexible workplace where people feel that they belong, can be open and honest and are supported.

**About the role**

The Manager, Quantitative Analytics is responsible for providing the advanced analytical and reporting needs within Rabobank Australia and New Zealand (RANZ). The role adds significant value to the business through advanced credit risk modelling techniques, provisioning and stress testing.

The Manager, Quantitative Analytics role is based in Sydney and is a part of the Enterprise and Operational Risk Management (EORM) department. The Data & Analytics team within EORM is a data and analytics centre-of-excellence that services the whole Risk Division.

**Some of the key responsibilities include**:

- Lead the design, development, monitoring and documentation of credit risk models in consultation with the global team to help business with accurate forecasts and risk management.
- Champion advanced analytics skills and modelling techniques within the risk teams and help establish a strong culture on data and analytical driven decisions.
- Utilising advanced statistical, financial and economic concepts to develop analysis that can be used by management in business decisions such as pricing, risk management, provisioning and capital allocation to ensure business value is being delivered.
- Develop advanced analytics reports on economic, regulatory capital and provisioning data and share insights on the relevant drivers of movement and effective scenario testing.
- Provides core risk analytical reporting and documentation: local model monitoring, quarterly provisioning and stress testing.
- Ensures risk reporting is aligned to and supports enterprise key risks and risk appetite statements and is insightful and meaningful.

**To be successful you will have**
- Advanced tertiary qualifications majoring in statistics/mathematics/quantitative field
- Experience in stress testing, provisioning and advanced quantitative techniques for credit risk
- Strong experience in model development and model monitoring such as for AIRB and IFRS9 models
- Experienced in communicating concise and actionable insights using data visualisation tools e.g., Power BI, Tableau, Qlik etc
- Advanced coding capability in Python, R or SQL

**Our Values, Vision and Mission**

Rabobank Australia fully embraces inclusion and belonging and delivers positive experiences for our people and clients. Our great working conditions, broad learning and development programmes and the opportunity to work together for the greater good are reasons why our employees love working here. We are committed to our values; we are client focussed, action oriented, purposeful and courageous in our work. We are professional and considerate and bring out the best in each other and are committed to keep learning. We have an open culture, where you can be yourself and be valued for who you are.

**What we're proud to offer you**:

- As part of our wellbeing offering, we also have Wellbeing Leave. These extra leave days can be used in a way that helps achieve greater work/life balance. It’s just another way we are helping our employees to lead happier, healthier and more fulfilling lives.
- Rabobank values the development of its people and has a great Education Assistance Program to assist with professional development.
- An inclusive Parental Leave policy that supports you and your family while giving you the freedom and flexibility to enjoy this special time (Primary carer up-to 14 weeks paid 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. With an option to also purchase another 2 weeks Annual Leave.
- 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, Temporary & Permanent Disability (TPD) and Income Protection Insurance.
- 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.

**_ Rabobank is committed to a culture where diversity and inclusion is valued, respected and encouraged. We welcome applicants from diverse cultures, faith and sexual orientation._**

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