Senior Quantitative Analyst
Employment Info
JOB DETAILS
Requirements
- Experience in credit risk modelling or independent model validation (for example IRB, provisioning, scorecards or stress testing)
- Familiarity with credit risk frameworks and regulatory standards, including APRA and Basel
- Strong quantitative and statistical capability applied in a practical risk setting
- Programming skills in SQL and one of SAS, R or Python, with Excel for analytics and reporting
- A clear and confident communication style, able to translate complex concepts for senior stakeholders
Responsibilities
- In this role, you’ll perform independent validations across IRB models, scorecards, provisioning and stress testing
- You’ll challenge model methodology, assumptions, data, code and documentation, and produce clear validation reports that influence senior stakeholders
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