Quantitative Analyst - Auto Finance
Great opportunity for a junior quantitative analyst to gain experience in auto finance. Looking for credit risk acumen. Great incentives on offer.
Summary about this job
Compliance & Risk
Company: Bluefin Resources Pty Limited
Location: Sydney
Work type: Full Time
Salary: Up to $96K Package + Bonus + Incentives
Phone: +61-8-8216-1958
Fax: +61-2-8016-7052
E-mail: n\a
Site: n\a
Detail information about job Quantitative Analyst - Auto Finance. Terms and conditions vacancy
Quantitative Analyst - Auto Finance
- Credit risk modelling - forecasting and regression
- North Sydney Location
- Great salary package + Incentives
A leading Australian Financial Institution is seeking a quantitative analyst to develop forecasting and valuation models for auto finance portfolios through the use of advanced analytics. The successful candidate will work in a team of quantitative risk analysts and liaise with other key stakeholders to develop statistical models to ensure the residual value is correctly modelled.
Key duties include;
- Develop, maintain and enhance of forecasting models to model vehicle valuation, provision and budgeting (linear regression, GLM, logistic regression and survival analysis.
- Ensure resident value is updated and maintain risk databases
- Liaise with other quant stakeholders to work on risk appetite and stress testing frameworks
- Provide analytical capabilities to help the wider team for project based work and contribute to general efficiency and improvement
To be considered for the role
- A degree in a numerate discipline; Mathematics, Statistics, Actuarial, Machine Learning (Hons or Masters will suffice)
- Programming skills in SAS, SQL or R
- 2+ years commercial modelling experience
- Ideally commercial credit risk modelling experience across scorecards, PD & LGD models
- Commercial experience in the development of statistical models; linear regression, logistic regression and decision trees
- Strong communication skills
This is a great opportunity to join one of Australia's largest financial institutions. For more details, please contact Maria Shevelev on 02 9270 2612 or alternatively apply online.
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