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Location
Sydney
Salary
$110,000 - $130,000 + Super + Bonus
Job Type
Permanent
Ref
BH-183986
Contact
Awais Imtiaz
Contact email
Email Awais
Posted
2 days ago
Senior Quantitaive Analyst

About The Company
This is an exciting opportunity to join a leading financial institution with a strong reputation for innovation and a commitment to excellence. 

About The Role
As a Senior Credit Quantitative Analyst, you will be responsible for the development and implementation of sophisticated credit risk models, including PD, LGD, and EAD.  You will contribute to the development and implementation of stress testing scenarios and enhancement of the institutions’ credit risk management framework. This role plays a key part in assessing and managing credit risk across the organization by developing and implementing innovative credit risk models to support sound decision-making.
 
Responsibilities:
  • Develop and implement advanced statistical models for credit risk assessment, including but not limited to Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
  • Conduct rigorous model validation and back-testing procedures to ensure the accuracy and reliability of risk models.
  • Develop and implement stress testing scenarios to assess the potential impact of adverse economic conditions on the portfolio.
  • Collaborate with cross-functional teams across the organization to gather data, communicate findings, and implement model enhancements.
  • Stay abreast of regulatory requirements and industry best practices related to credit risk modeling and stress testing.

Requirements:
  • Proven experience in developing credit risk models.
  • Strong statistical knowledge and expertise in data management.
  • Advanced programming skills in SAS, Python, SQL, R, or similar languages.
  • Tertiary qualifications in Maths, Statistics, Quantitative, or related fields preferred.
  • Excellent analytical, problem-solving, and communication skills.

For more information please contact Awais on 0421 901 366 or apply online.