Huntel Global Credit Risk Quantitative - Basel II Expert Job Vacancy in Australia

We have a fantastic opportunity for a Quant Risk
Expert with a strong track record in Basel II to join our client based in
Brisbane and Melbourne (Multiple roles available).

Already a dominant presence in the BFSI sector, this leading institution is
expanding its consumer credit risk assessment through greater quantitative
techniques, stress testing, data analysis, and risk modelling. Offering
experienced Credit Risk expert’s high profile exposure, quantitative
techniques, data trend assessment, and portfolio analysis.

The role:

Responsible for monitoring credit risk models.
Develop quantitative framework and tools for
stress testing.
Evaluate credit risk trends and changing
conditions in relation to the markets.
Continuous monitoring through analysis of
policy changes and modifications.
Experience with credit cycle and mortgages
would be highly beneficial.
Use Basel and statistical analysis for credit
risk portfolios.
The ability to data-mine large databases.
Responsibilities in leading new projects,
products and analytical efforts.

Requirements:

Strong experience in credit risk, Basel,
credit risk life cycle.
Ability with SAS and data mining.
Experience with mortgages, consumer credit
risk and statistical analysis.
Able to utilize data to spot risk trends i.e.
identify risk data trends in residential mortgages.
Have a strong business acumen and knowledge of
consumer credit risk.
High energy level – must be a go getter!