Senior Quantitative Analyst - Credit Risk (Basel)
Senior quantitative analyst - Credit risk modelling across Basel, Provisioning and Stress Testing. Iconic Australian Bank. Great team.
Summary about this job
Compliance & Risk
Company: Bluefin Resources Pty Limited
Location: Sydney
Work type: Full Time
Salary: n\a
Phone: +61-2-1708-7831
Fax: +61-8-8169-1981
E-mail: n\a
Site: n\a
Detail information about job Senior Quantitative Analyst - Credit Risk (Basel). Terms and conditions vacancy
- Quantitative Modelling in Retail and Wholesale Credit Risk
- Basel (A-IRB), Stress Testing, Provisioning or Scorecard
- Attractive Remuneration Package
Highly respected banking institution and probably the most iconic in Australia, my client is seeking a senior quantitative analyst with expert modelling skills to work for their group credit risk division.
This is a newly role created to assist multiple portfolios covering Basel, Stress Testing, Provisioning and Scorecard in the development and maintenance of retail and wholesale credit risk models. The incumbent will be accountable for the delivery of modelling assignments and will be required to work in an autonomous environment, liaising with internal stakeholders, regulators and managing modelling projects. Ideally we are seeking candidates with strong statistical modelling skills, (logistical regression, maximum likelihood estimation, Bayesian, Jarrow-Turnball).
To be considered for the position you must demonstrate the following requirements;
- At least 2 to 4 years of experience in quantitative analytics within a credit risk environment. We are happy to speak to candidates with experience across Basel A-IRB models (PD, LGD, EAD), Stress Testing, Provisioning, Application or Scorecard experience.
- Strong tertiary qualifications in applied mathematics such as quantitative finance, statistics, econometrics, engineering, physics or operations research.
- Strong statistical programming skills in either SAS, R or Matlab
- Project management and excellent communications skills
For more information, please contact Maria Shevelev on 02 9270 2612
IMPORTANT: By submitting your email address and any other personal information when you APPLY to a job, you consent to such information being collected, held, used and disclosed in accordance with our COLLECTIONS NOTICE and PRIVACY POLICY.
http://www.bluefinresources.com.au/privacy-policy