Senior Manager, (Market Risk, Credit Risk or Liquidity Risk)
Assist in the undertaking of independent reviews of modelling, analytics and management practices pertaining to capital, credit, market, funding & liquidity risks
Further support internal audit teams through the review of models and quantitative techniques
Identify and document risk management practice deficiencies suggesting, where necessary, remediation plans
Assist in the preparation of work papers, reports and opinion pieces on risk management practices and their effectivity
Excellent tertiary qualifications in a Applied Mathematical discipline e.g. Statistics, Econometrics, Engineering, Physics, Actuarial etc.
At least 7 years' experience within a Quantitative or Governance team in a Financial Risk Class e.g. Credit, Market or Liquidity
Programming capabilities in; R, SAS, Python or equivalent
Strong knowledge of regulatory framework and relevant standards
For further information about this position please contact Olivia on 0409 356 856 or simply click APPLY.