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Senior Quantitative Analyst, Credit Risk Modelling

Bluefin Resources
$90,000 - $150,000 a year

Job Description

  • Leading Australian Bank
  • Market-leading remuneration & bonus structure
  • Open to candidates throughout Australia

Responsibilities:

  • Develop Credit models to calculate Credit Risk ratings, loss estimates, risk weighted assets, stress testing, provision models (IFRS9) and regulatory capital requirements across retail and SME wholesale products
  • Deliver accurate model documentation to satisfy internal and external stakeholders
  • Assist with project related work specific to capital and/or Credit

Requirements:

  • Excellent tertiary qualifications in an Applied Mathematical discipline i.e. Actuarial, Engineering, Physics, Statistics etc.
  • At least 1 year' experience in a Quantitative role
  • Some knowledge of or exposure to Credit Risk Analytics

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

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http://www.bluefinresources.com.au/privacy-policy


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