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Manager, Quantitative Analytics - Credit Risk

Bluefin Resources

Job Description


  • Manage regulatory & economical capital via Basel II/ Basel III parameters 
  • Manage asset quality utilising predictive risk models
  • Assist in the delivery of Quantitative engagements for Banking, Financial Services clients e.g. Credit Risk Modelling & Credit Risk Model Validation 
  • Leading more Junior members on client engagements
  • Establish and maintain strong internal & external relationships 
  • Identify & escalate potential business opportunities for the firm  


  • Excellent tertiary qualifications in an Applied Mathematical discipline e.g. Actuarial, Mathematics, Engineering, Physics or equivalent 
  • At least 6 years' experience within a Quantitative team 
  • Technical proficiencies in; SAS, Python, R or equivalent 
  • Strong capabilities in the building of Scorecards, Credit Risk modelling and/or Credit Risk model validation 
  • Exposure to relevant regulatory standards 

For further information about this position please contact Olivia on 0409 356 856 or simply click APPLY. 

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