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Quantitative Analyst

Job details

Location: NSW
Discipline:
Reference: Ad-12067
Posted: 7 months ago

Job description

Our client is a global financial services provider with a large retail portfolio. Due to the growth of their Quantitative Analytics team, they are now looking to on-board a Quantitative Analyst level 3 on a permanent basis in their North Sydney office.
 
Reporting to the Quantitative Analytics Manager and part of a close-knit team, you will provide data modelling and analytics across the credit life cycle, including the design, development and implementation of scorecards and portfolio risk monitoring models, on top of insights into risk optimisation strategies.
 
Main responsibilities:

  • Design and development of scorecards across the credit life cycle (e.g. application, behaviour, fraud and collection scorecards) for the retail credit portfolio
  • Review and update portfolio risk monitoring models and assist in the reporting of portfolio risk
  • Contribute to the provisioning processes e.g. single factor model for non-retail portfolios.
  • Develop and monitor credit scoring, risk segmentation, predictive models and other modelling techniques to enhance credit decision making as well as optimize collections and recovery activities
  • Partner with Credit Risk and Collections to support credit strategies through account level performance based analytics and design of appropriate champion/challenger tests as well as preparing policy options/changes/recommendations based on analytics and/or regulatory requirements

 
Requirements:

  • Bachelor Degree in Statistics, Actuarial Science, Mathematics
  • At least 3-year experience as a Credit Risk Management Quantitative Analyst
  • Solid experience in statistical model building on top of in-depth knowledge of SQL and SAS
  • Ability to interact with a wide range of internal teams and to communicate clearly and accurately complex statistical models to your business counterparts
  • Only candidates with current working rights in Australia are eligible to apply

 
For more details please get in touch with Charlotte Bridault at charlotteb@charterhouse.com.au / 02 9641 5134.

 

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