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Relocation Package provided for overseas candidates
An exciting opportunity for a senior quantitative analyst has transpired within an Australian iconic bank. We are interested in speaking to expert senior quantitative analysts in model development with experience in credit risk capital modelling for either retail or wholesale portfolios.
The incumbent will be responsible for the management and execution of credit risk models as required by senior management, board and regulators. This includes the development and maintenance of retail and wholesale credit risk models (PD, LGD, EAD), management and delivery of a portfolio of modelling projects with various degrees of complexity, stakeholder management and internal model governance. The candidate must be a thought leader who can drive and develop a team of expert modelling analysts.
Proper and thorough documentation is imperative but the candidates will have to constantly engage with business stakeholders, ratings agencies, regulatory bodies and consultancies.
This would be an ideal role for a senior quantitative analyst who has specialised in developing credit risk models for retail and/or wholesale portfolios and currently working as a senior manager or director.
To be considered for the position you must demonstrate the following requirements
A minimum 10 years of experience developing Basel A – IRB models for PD, LGD and EAD
Tertiary qualification in a quantitative discipline such as Statistics, Mathematics, Quant Finance, Econometrics or Operations Research
Excellent knowledge of retail and wholesale portfolios and excellent understanding of institutional and commercial environments.
Strong stakeholder management and ability to work and liaise with regulators, rating agencies and board level representatives
Overseas candidates are strongly encouraged to APPLY especially those who have considered relocating to Australia. Sponsorship and relocation package will be provided.
To find out more please contact Maria Shevelev on +61 2 9270 2612.
If you are calling from Europe or the US please be considerate of the time difference.