The risk and analytics team provides quantitative capabilities supporting global risk management and data management which develops a consistent set of risk and capital models that drive the organisation’s tech infrastructure.

The Quantitative Analyst plays a pivotal role within the risk portfolio which driven by accurate analysis, statistical modelling and risk analytics.

Responsibilities

• Develop price verification, capital or stress test models
• Provide ongoing testing and support for existing models
• Facilitate identification of problem areas through data analysis to minimize risk
• Produce clear and coherent technical documentation for internal and regulatory purposes
• Report and escalate compliance concerns, issues and failures
• Continue to support business improvement for reviews, development of risk report and analytical tools

About you

• Excellent understanding of mathematics, modelling and numerical algorithms
• Good knowledge of statistics and time series analysis is highly desirable
• Strong programming skills and experience with SAS in particular
• Tertiary qualification in Statistics, Mathematics, or Actuarial
• Knowledge of financial services or insurance industry highly desirable

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