Quantitative Analyst Credt Risk

Summary about this job

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

Working for a high profile Australian business, you will join a high calibre team of individuals in delivering the best financial markets can offer in terms of Investment Management.

Responsible for portfolio risk analysis for asset portfolios, you will be expected to develop and maintain financial credit risk models and provide analytical support to other advisory activities.    

• Develop quantitative models to derive and implement different asset allocation strategies including Strategic Asset Allocation (SAA) and Dynamic Asset Allocation (DAA) strategies to meet client risk/return objectives
• Working with clients to design SAA and DAA and other asset allocation mandates
• Performing back testing, sensitivity testing, and stress testing of models
• Review client investment strategies and optimise portfolios given client cash flow requirements
• Direct responsibility of projects or components of projects utilising analytical and financial modelling skills and writing skills
• Support Client Services team in delivering regular client updates and risk analysis
• Presentation to clients and/or client boards

To be successful in your application, you should be able to demonstrate:

• 3 – 5 years relevant work experience within a financial institution or asset consultancy
• Degree qualified in a numerate discipline such as Mathematics, Physics or Finance
• Relevant further education/ Industry qualifications ( i.e. CFA) will be highly regarded
• A thorough understanding of financial markets across multiple asset classes
• A thorough understanding of portfolio asset allocation including SAA, DAA, asset/liability modelling and liability driven investment.
• A thorough understanding of risk management and performance methodologies including portfolio attribution, VaR and stress testing
• Advanced analytical and quantitative skills