Credit Risk Quantitative Analyst

Summary about this job

Detail information about job Credit Risk Quantitative Analyst. Terms and conditions vacancy

• Attractive 6 month contract - Immediate start required
• Close to local transport and great offices
• Good opportunity with potential to become permanent

Our Client located in North Sydney is looking for a Credit Risk Quantitative Analyst to join their Risk Management department on a 6 month contract basis (with potential to go permanent).

Reporting to the Risk Manager, your responsibilities will include:

• Design and development of Credit Risk Models.
• Preparing ad hoc and monthly/quarterly reports on Provision & Budgeting Methodology & Models
• Partner with Enterprise Risk on Risk Appetite Frameworks, KRIs and Stress Testing
• Provide analytical expertise and support by participating in cross functional activities and contribute feedback and recommendations for continuous improvement and efficiency

To be considered for this role, you have have the following experience:

• A degree level in quantitative disciplines such as statistics, actuarial science, mathematics etc.
• A successful track record in Analytics or related field (min 2 years) with Strong experience in statistical model building.
• Strong analytical skills, experience in business use of statistics is a pre-requisite as is strong working knowledge of SAS/R, SQL, Excel
• Strong communication skills, both written and verbal, able to articulate complex analytical information
• Ability to review and improve current processes and procedures to improve accuracy/efficiency.

For further information on this role, please contact David Jackson on 02 8298 3805. Due to the volume of applications, only suitable candidates will be contacted within 5 working days of applications being made.

At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.