Senior Quant Analyst - Credit Risk Models

$800 - $1000 pd
Permanent
Sydney
02 Jul 2020
BBBH762211

A fantastic opportunity has come available for 2 x Senior Quant Analysts - Credit Risk Models to join one of Australia's largest banks on a 6/9 month contract paying $700-850pd

A fantastic opportunity has come available for 2 x Senior Quant Analysts - Credit Risk Models to join one of Australia's largest banks on a 6/9 month contract paying $700-850pd

The role sits within the Model Risk Assurance team and will be responsible for the validation and stress testing of Credit Risk Models used across the bank.

The right candidate will have previous experience developing or validating Credit Risk Models (IRB, IFRS9, PD, LGD, EAD etc) and worked in banking or insurance environments previously. You will also need strong statistical modelling skills and be comfortable using SAS, R, Python, SQL or similar.

The ideal Senior Quant Analyst - Credit Risk Models will have:

  • Strong Academics in a stats based field - (Physics, Maths, Engineering etc)
  • Strong quantitative modelling skills
  • Experience building, developing or validating Credit Risk Models
  • Strong technical skills with SAS, R, Python, SQL or similar
  • Have prior experience working in banking or insurance

if you think you have relevant skills and experience please send your profile to Zack to find out more - zgordon@morganmckinley.com

Zack Gordon's picture
Senior Consultant | Analytics Recruitment
Sydney | zgordon@morganmckinley.com