Apply: Quantitative Analyst / Sr Quantitative Analyst / Manager - C...

Reference: BH-170085-5
Looking to enhance your career within the Quantitative Risk space? My client is looking for Quantitative Analyst / Senior Quantitative Analysts / Manager - Credit Risk as they build out their technical team.

This role suits a candidate that wants to develop their skills technically and commercially. Sit within a credit risk modelling that is responsible for the development and maintenance of statistical models used to assess the retail portfolio (ex: customer applications) to ensure positive financial health.

Scope of Role:
  • Sit within a Risk Analytics team in building and modelling the credit risk models - PD, LGD and EAD models within the Basel III framework
  • Develop, manage and execute the IRB models and work closely with the portfolios to deliver robust predictive models
  • Design, implement solutions that provide insights into the business' risk appetite and risk management strategy
  • Lead to ensure models meet regulatory and internal group standards and remain fit for purpose.
  • Strong understanding of APRA standards (APS112, 113 and 220) is preferable to deliver on the models

Ideal Candidate:
  • 3 + years of exposure in the credit risk modelling space within a financial services industry
  • Proficiency in programming languages - ex: SAS, R, Python
  • Strong communication skills (verbal and written) to explain technical concepts to non-technical stakeholders
  • Critical thinker with the ability to adapt and learn
For further information on this role or to confidentially apply, please contact Valerie Lai on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.
Company Background:
<p>Ethos BeathChapman (EBC) is a global group of executive recruitment experts in Australia, Asia and EMEA, with a broader network beyond. We connect exceptional people to exceptional companies. <br /> <br />EBC’s mid-sized agility and solutions-focused approach enables us to flex where traditional recruitment agencies have failed, and scale beyond the reach of boutiques. Our multidisciplinary expertise covers corporate and specialised functions across Finance, Technology, Commerce and Government recruitment markets, among others.</p> <p>Established 2005 in Sydney, EBC today has six offices worldwide in Australia, Singapore, Hong Kong, Japan, Netherlands and the UK. Part of the Nikkei-listed Will Group, Inc, we own Quay Appointments and our staffing and managed solutions specialists, CONNECT. <br /> <br />Let’s connect, and make exceptional happen, together: <a href="http://www.ethosbc.com" target="_blank" rel="nofollow">www.ethosbc.com</a> </p>

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