This position has the option to be based in Sydney or Melbourne and offers a hybrid working environment.

Unfortunately, due to this position being within a government entity, only candidates with existing Australian Citizenship are eligible.

Join this prestigious government institution in a specialist capacity to identify vulnerabilities and assess the resilience of the financial system as it pertains to Stress Testing. This position has a particular focus on the banking industry and is responsible for the Analytics that drives the policy decisions of the supervisory entity.

Responsibilities:

• Research relevant and emerging Risks that may affect the banking industry and broader Financial System
• Contribute to the continuous improvement of Stress Testing methodologies and processes
• Advise key internal stakeholders on Stress Testing through analysis of systematic risks and macroprudential policy, to assist in guiding supervisory assessments
• Partake in the development, process and delivery of Stress Test results through engaging with the industry
• Construct reports for internal and external stakeholders

Requirements:

• At least 2 years' experience within Risk Analytics with exposure to a Financial Risk domain such as Stress Testing, Credit Risk, Market Risk, Liquidity or equivalent
• Previous exposure to at least one programming language such as R, SAS, Python, Power BI or equivalent (advantageous)

For further information about this position, please contact Olivia on 0409 356 856, email your CV to [email protected] or simply click APPLY.