Reporting to the Manager, Economic and Regulatory Capital, this role will see you contributing to the development, maintenance, operation and documentation of the economic capital calculations for the Bank and supporting Basel II regulatory capital calculations.

The key responsibilities of this role include;

• Assessing and implementing enhancement projects relating to data management, quantitative risk measurement, reporting processes, governance and documentation
• Delivering accurate and timely reports in line with the team's monthly, quarterly and semi-annual reporting processes
• Providing support to ERM Enterprise Portfolio Risk and Quantitative Analytics team in the development of quantitative risk models, stress testing, sensitivity analysis, concentration risk framework and capital impacts of model changes;
• Interacting with key internal clients to ensure a proper understanding of processes, issues and servicing needs particularly those relating to economic capital and its drivers

To be considered for this position the following skills would be highly desirable;

• Previous experience in a quantitative/statistical analysis or credit risk role with the financial services sector
•  An academic background in; mathematics/statistics/actuarial/IT/engineering/finance/econometrics
• Applied programming skills E.g. SAS, SQL, VBA or C++
• Experience in banking and financial services and an understanding of banking and/or other financial products;
• An understanding of the Australian prudential regulation environment in particular banking regulation (Basel I and Basel II Revised Framework);
•  Knowledge of return for risk and value creation principles.
   

For more information you can contact Sandra at Bluefin Resources on (02) 9270 2655 quoting job reference BF2005628.