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Job Details

Location
New South Wales
Salary
$700 - $800 per day
Job Type
Contract
Ref
BH-159855
Contact
Valerie Lai
Contact email
Email Valerie
Contact phone
+61 8227 9200
Posted
about 2 months ago
How will I help?

In this new opportunity you will support the Senior Manager, Portfolio and Stress Testing Models in the development and application of advanced analytical techniques, tools and models to enhance portfolio insights and risk management particularly with regard to portfolio concentration and diversification effects. Responsible for Design, maintain, enhance and document stress testing models on behalf of the RA&I stress testing team.
 
Accountable for developing and maintaining an internally consistent framework for the consideration of portfolio level credit risk modelling at the company across use-cases in capital, limit setting, stress testing, portfolio management and insights. You will work with broader Risk Analytics team to progressively evolve and enhance modelling data, tools, governance and controls
 
What’s in it for me?

You will build your profile internally and externally with stakeholders and be part of the future of a business that has been around for 200 years and whose vision is becoming the world’s best service company.  
 
You’ll be working for an organisation that supports development, internal career moves and flexible working. Along with competitive salary, you’ll receive a generous benefits and a whole array of customer discounts. Being an integral part of the team, you will constantly be challenging the status quo and deliver high quality customer outcomes.

What do I need?
Along with an excellent academic results in a highly quantitative field (for example statistics, mathematics, physics, engineering, actuarial, data science), we are looking for:
  • 5+ years’ experience in the financial services industry
  • 2+ years experience in credit risk modelling including the development of economic capital or portfolio level stress testing models
  • Excellent understanding of credit risk modelling and credit risk data
  • Specific knowledge of portfolio credit risk models including economic capital or portfolio level stress testing models.
  • Excellent banking fundamentals
  • Running/managing small teams
You will join one big, supportive team and working with us you'll discover new ways of working, and an exciting range of roles to showcase your skills. As an equal opportunity employer, we’re proud to have created a culture where people can be their best, in an environment that values diversity and flexibility. And one where everyone belongs.

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.