Responsibilities:

• 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

Requirements:

• 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 *** or simply click APPLY.

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