Manager, Quantitative Analytics

Job Description

Manager, Quantitative Analytics Rabobank is the world's leading specialist in food & agribusiness banking. One of our key strengths lies in our people who have a deep understanding of agriculture & are committed to adding long-term value for clients. Our commitment to our employees & clients is at the heart of everything we do. About the role Rabobank has an opening for a Manager, Quantitative Analytics. In this role you will be responsible for providing the advanced analytical & reporting needs within Rabobank Australia & New Zealand (RANZ). You will make your mark adding value to the business through advanced credit risk modelling techniques, provisioning & stress testing. This role is based in Sydney & is a part of Rabobank's Line 2 Enterprise & Operational Risk Management (EORM) department. The Data & Analytics team within EORM is a data & analytics centre-of-excellence that services the whole Risk Division. Top Role Accountabilities: Provide core analytical reporting & documentation on local model monitoring, quarterly provisioning, stress testing & regulatory capital with value adding insights on key drivers & effective scenario testing. Champion advanced analytics skills & modelling techniques within the risk teams & help establish a strong culture on data & analytical driven decisions. Utilise advanced statistical, financial & economic concepts to develop analysis that can be used by management in business decisions such as pricing, risk management, provisioning & capital allocation to ensure business value is being delivered. Support the design, development, monitoring & documentation of credit risk models in consultation with the global team to help business with accurate forecasts & risk management. Explore opportunities to integrate ESG risk factors into risk management initiatives & practices. Ensure risk reporting is aligned to/supports enterprise key risks & risk appetite statements & is insightful & meaningful. To Be Successful You Will Have: Experience in stress testing, provisioning & advanced quantitative techniques for credit risk. Strong experience in model development & model monitoring such as for AIRB & IFRS9 models. Experience in communicating concise & actionable insights using data visualisation Power BI tools. Advanced coding capability in Python. Tertiary qualifications majoring in statistics/mathematics/quantitative field. What we're proud to offer you: is our hybrid way of working at Rabobank & for Australia, which means we have a blend of time working between the office & home with the team averaging 2 days per week in the office. Wellbeing leave . These 2 extra leave days support greater work/life balance & is just another way we are helping our employees to lead happier, healthier, & more fulfilling lives. Education Assistance Program . Rabobank values the development of its people & has a great Education Assistance Program to assist with professional development. Parental Leave that supports you & your family while giving you the freedom & flexibility to enjoy this special time (Primary carer up-to 14 weeks paid leave). Bonus and Additional Leave . We realise sometimes 4 weeks Annual Leave isn't enough! At Rabobank we provide an incentive for eligible employees to receive 1 extra week Annual Leave & an option to purchase another 2 weeks Annual Leave. Extra Insurance . Rabobank recognises that employees need to protect their financial wellbeing, in the event of serious illness, injury, or even death. Rabobank provides eligible permanent employees with employer-funded Death, TPD & Income Protection Insurance. Rabo Workplace Giving program . As part of Rabobank's global Corporate Social Responsibility, Workplace Giving aims to encourage employees to contribute to our community. Rabo Workplace Giving program matches employee donations to selected Social Partners. Our Values Rabobank Australia values inclusion, belonging, & positive experiences for all. Our work environment, our benefits, & the way we live our values, "Client Driven", "Responsible", "Professional" & "Cooperative" make it a great place to work. We welcome applicants from diverse backgrounds. For more information, visit Rabobank . #J-18808-Ljbffr