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Senior Quant Analyst - Model Risk

Job Seekers Australia Analytics, Risk & Compliance Financial Services

Job Summary

  • Sydney CBD
  • Permanent
  • BBBH768219
  • Oct 15, 2020
  • $100k - $120k
Job Description

A fantastic opportunity has come available for Senior Quant Analyst - Model Risk to join one of Australia's largest banks.

A fantastic opportunity has come available for Senior Quant Analyst - Model Risk to join one of Australia's largest banks.

The team is focussed on providing insight, oversight and control across retail and non-retail credit risk models including A-IRB, Scorecards, Provisioning, Stress testing and Economic Capital.

The right candidate will have experience in and be responsible for performing independent validations to challenge model methodology as well as score applications, implementations as well as policy and regulatory requirements.

This is a fantastic opportunity for a Quant Analyst looking to take a step up with more responsibility in a team that drives changes to models, ML learning techniques as well as model development infrastructure and new regulatory frame works.

Responsibilities:

  • Have hands on experience credit risk modelling or model validation experience (A-IRB, LGD, PD, EAD, IFRS9, Scorecards or Provisioning)
  • Strong verbal and written communication skills, especially the ability to explain technical issues with non-technical stakeholders
  • Strong statistical analysis skills with experience using one/some of these technologies - SAS/R/Python/SQL

Requirements:

  • Strong Academics in a stats based field - (Physics, Maths, Engineering etc)
  • Have the ability to explain technical subjects to non technical stakeholders
  • Hands on experience developing credit risk models or model validations

If you think you have relevant skills and experience please send your profile to Zack to find out more - zgordon@morganmckinley.com

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Consultant Details

Consultant Details

Zack Gordon
Zack Gordon
  • Senior Consultant | Analytics Recruitment
  • +61(0)2 8986 3100
  • zgordon@morganmckinley.com