Company Logo

Manager, Quantitative Analytics - Credit Risk

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.

IMPORTANT: By submitting your email address and any other personal information when you APPLY to a job, you consent to such information being collected, held, used and disclosed in accordance with our COLLECTIONS NOTICE and PRIVACY POLICY. [link removed]