Quantitative Risk Specialist

Quantitative Risk Specialist Company: CBD Five (5 Financial) Location: Sydney, Australia / Hybrid Job Type: Full\-time About the Role CBD Five is seeking an analytical and detail\-oriented Quantitative Risk Specialist to strengthen our financial risk management, quantitative modeling, and regulatory reporting frameworks. In this role, you will design, validate, and maintain complex mathematical models to assess credit, market, liquidity, and operational risks across diverse financial products and portfolios. Key Responsibilities * Risk Model Development: Design, calibrate, and implement quantitative risk models, including Value at Risk (VaR), Stress Testing, Expected Credit Loss (ECL/IFRS 9\), and Credit Scoring models. * Portfolio Risk Analytics: Perform quantitative analysis on multi\-asset portfolios to identify, measure, and mitigate exposure to market volatility, interest rate fluctuations, and credit risk. * Model Validation \& Backtesting: Conduct continuous model validation, performance monitoring, and backtesting to ensure precision, reliability, and compliance with internal policy and regulatory requirements. * Regulatory Reporting \& Compliance: Support capital adequacy calculations and regulatory stress tests in accordance with APRA, Basel III, and relevant financial market standards. * Cross\-Functional Collaboration: Partner with portfolio managers, treasury, and trading desks to communicate risk insights, scenario analyses, and quantitative recommendations. * Automation \& Infrastructure: Optimize risk analytics infrastructure using Python, R, and SQL to automate data pipelines, risk dashboards, and stress\-testing frameworks. Requirements \& Qualifications * Master’s degree or Ph.D. in Quantitative Finance, Mathematics, Statistics, Financial Engineering, Physics, or Economics. * 3–5\+ years of experience as a Quantitative Risk Analyst/Specialist in banking, wealth management, asset management, or financial risk consultancy. * Advanced proficiency in programming languages for data analysis and modeling (Python, R, MATLAB, and SQL). * Deep understanding of financial mathematics, derivative pricing, stochastic processes, and statistical techniques (e.g., Monte Carlo simulations, time\-series analysis). * Familiarity with regulatory risk frameworks (APRA guidelines, Basel III/IV, IFRS 9\). * Professional certifications such as FRM (Financial Risk Manager), CFA, or PRM are highly desirable. What We Offer * Competitive compensation and incentive package. * Flexible hybrid working arrangements in Sydney CBD. * High\-impact role with clear pathways for professional development and career progression. الراتب المدفوع: BD٢٥٬٠٠٠٫٠٠٠ لكل عام موقع العمل: بشكل شخصي