Manager, Operational Risk Capital and Scenarios

Location: Docklands, Victoria
Contract Type: Permanent
Specialisation: Technology
Salary: AU$100000.00 - AU$115000 per annum
REF: BBBH223044_1529015496

As the Quantitative Manager, you will be responsible for all capital modelling and risk analysis through the operational risk capital engine (build in SAS). In this tactical role, you will maintain and enhance modelling through SAS as well as work closely with the stakeholders to provide actionable insights of the models.

In this role, you will:

  • Partner with technology teams during the capital calculation to ensure smooth operation of the SAS model, timely and accurate delivery of the capital results, and automate current manual processes and make necessary coding changes to the model to ensure it stays fit-for-purpose
  • Work closely with the senior management and business during group-wide operational risk scenario analysis process to provide support in terms of data analytics and quantitative modelling
  • Participate in business workshops, developing of simple risk models (with the help of senior quantitative modellers) and providing insights to the business to better manage their operational risk.
  • Maintaining and executing operational risk capital engine through SAS

You will bring:

  • Proficiency in SAS programming. Knowledge of R programming is a plus
  • Familiarity with basic statistical concepts such as regression analysis, probability distributions, distribution fitting and Monte Carlo simulations
  • Ability to conduct workshops, relate to people from different business backgrounds and confidently challenge them when necessary
  • Advanced skills in office tools including MS Excel
  • Proven strong oral and written communication skills, especially the ability to communicate complex mathematical concepts in a simple user friendly way to a non-mathematical audience
  • Bachelor's degree or higher majoring in actuarial, statistics, mathematics, engineering or any other quantitative discipline

For more information or to apply to this role please "Apply Now" or contact Tessa Gould at 03 8629 1020.