We are currently partnering with the retail banking, wealth management and SME lending arm of this leading Australian financial services group on a campaign to hire a Quantitative Risk Manager for their Sydney head office.
Our client are entering a phase of significant growth and are open to sponsoring talented, international model risk professionals who are interested in building their careers in Australia.
This is a rare and unique opportunity to make an immediate impact within this successful and ambitious business.
Key responsibilities
- Provide governance oversight for capital and provisioning models – IRB, IFRS9, stress testing
- Work with broader credit functions on the integration of these models, as well as strategy teams on the credit decisioning process
- Support the credit risk model validation team as part of the banks annual validation activities
- Produce high quality model documentation for model validators, auditors and/or external regulators
- Explain and link models to commercial outcomes such as pricing and return metrics.
- Collaborate with product management, prudential risk and data analytics teams on model developments
Skills required
- Advanced degree in a quantitative discipline (e.g., Mathematics/Statistics, Actuary, Engineering, Computer Science)
- Demonstrated experience in credit risk modelling (IRB, IFRS9, stress testing)
- Strong problem-solving skills
- Strong written and verbal communication skills
Our client are able to provide sponsorship for Australia as well as financial support to international candidates looking to relocate.
simon.bradbury@rolyrecruitment.com
