Quantitative Analyst, Credit Risk Analytics

The Team

The Portfolio Analytics and Reporting team within Risk Management is responsible for enterprise (Group) level reporting for Risk Management, validation of key risk models/rating tools, setting the methodology for economic and regulatory capital management, risk data quality and integrity management and setting requirements for the risk systems used by Risk Management. The Quantitative Analytics team provides quantitative risk management solutions to the business in the areas of credit risk, operational risk, stress testing and economic capital.

The Quantitative Analytics team provides quantitative risk management solutions to the business in the areas of credit risk, operational risk, stress testing and economic capital.

The Opportunity
Reporting to the Executive Manager, Portfolio Model Development, you will be a member of a team of skilled portfolio risk quantitative analysts involved in the development, maintenance and enhancement of key methodologies for all proprietary and regulatory enterprise risk measures (e.g. Probabilities of Default, Loss Given Default, Exposure at Default, Regulatory Capital, Economic Capital etc).
As part ofa team, you willbe responsible for thecreation and maintenance of a structured and disciplined approach to establishing and maintaining the overall framework and direction for the modelling activities to achieve Bank and Basel II /APRA standards and requirements, including the development, ongoing enhancement and maintenance of sophisticated, effectively controlled and validated statistical models.

What will help you succeed?

Advertised:

13 Sep 2013 Aus. Eastern Standard Time

September 13, 2013 • Tags:  • Posted in: Financial

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