AddressMy client is looking for a Quantitative Manager where they will spearhead the development and deployment of models for Balance Sheet Management and IRRBB (Interest Rate Risk in the Banking Book). The role will focus on enhancing risk measurement and management to comply with APS117 regulatory standards. Collaborating closely with teams across Product, Finance, and Risk, you'll optimize business opportunities while adhering to robust risk frameworks. This hands-on position offers a unique chance to lead the development of IRRBB models within a high-performance team supported by talented peers.
Key Requirements:
- Solid academic background in a quantitative field such as mathematics, statistics, actuarial science, engineering, or computer science.
- Strong numerical and analytical skills, with the ability to grasp and articulate complex data sets and concepts.
- Proficiency in SQL and a programming language like R or Python.
- Familiarity with financial markets and understanding of key risk factors for financial products.
- Experience in statistical predictive modeling within the banking or financial sector is a plus.
- Experience with end to end build of risk models
