Job Description
Capabilities, Experience & Qualification Requirements
- 10+ years’ professional experience in financial risk including both risk management and quantitative modelling (preferably within the banking sector)
- Experience in development or validation of statistical models
- Demonstrate deep understanding the regulatory environment
- Strong computer literacy is essential, familiarity of Excel/SAS/SQL/R/Python
- Development and implementation of risk models (vendor or “in-house” models) for a variety of lending products
Qualification Requirements
- Graduate degree (Masters or PhD preferable) in a quantitative field such as Mathematics, Statistics, Applied Finance or Financial Engineering
Key Accountabilities
- Validation of high material models used in the Bank. This includes st...
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