Risk Modelling Analyst - Sydney, Australia - PMO Pro Pty Ltd.

PMO Pro Pty Ltd.
PMO Pro Pty Ltd.
Verified Company
Sydney, Australia

2 weeks ago

Olivia Brown

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Olivia Brown

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Description

The role provides you with the opportunity to be a part of a team that thrives on cross-skilling, ensuring that your skill set and knowledge are stretched and developed.

Join a dynamic team working for a range of top-tier ASX200 Clients and Fortune 500 Clients.

In this role, you will participate in a broad range of validation work, including:

  • Ongoing validation of credit risk models including for regulatory and economic capital (IRB), provisioning (AASB9) and other scorecards, to attain actionable risk insights and influence business decisions;
- assisting with defining, selecting or developing appropriate analytical and statistical assessments for ongoing model validation;
- developing and automating aspects of validation work, for example, data and reporting;
- developing and maintaining an understanding of Macquarie businesses, data sources and data structures to provide supporting context for analysis and reporting; and

  • Document of validation findings, issues and communicate results to key stakeholders.

You will bring with you:
- a quantitative educational background and exceptional problem-solving skills;
- a thorough understanding of financial markets and experience analysing key risk factors for market risk models;
- the capacity to communicate effectively with key stakeholders, both verbally and in writing;
- experience in an analytical role of around 1-3 years;

  • Experience in C++, R, SQL & Python
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