John Agar
CFA, FRM · Finance, AI, Data & Ingenuity
Melbourne, Australia
I combine analytical rigour, commercial understanding and hands-on technical delivery to solve complex problems, bridge business and technology, and build processes that scale and mature over time.
Career Timeline
Senior Consultant, Execution Data Analytics Reporting, National Australia Bank · Enterprise Performance, 2020–present. Work has centred on the executive performance platform through which the team monitors the bank’s strategy execution, on the team’s data and automation capability, and on proofs of concept that demonstrate new capability to colleagues.
Manager, Quantitative Analysis, National Australia Bank · Group Operational Risk, 2016–2020. Led the team responsible for the bank’s APS 115 (AMA) operational risk capital model, which Model Validation assessed as the most complex in the bank.
Senior Hedging Analyst, National Australia Bank · MLC / Retirement Solutions / Asset Management, 2013–2016. Researched risk-managed fund strategies and supported their product development, ran the daily hedging programme for Retirement Solutions’ variable annuity guarantees, using equity futures and interest rate swaps, and led the build of hedging infrastructure for a legacy guarantee product.
Senior Quantitative Analyst (IRRBB), National Australia Bank · Group Non-Traded Market Risk / Treasury Oversight, 2009–2013. Developed, validated and governed the bank’s Interest Rate Risk in the Banking Book methodology under APS 117, supporting its advanced accreditation, and was the team’s subject matter expert on funds transfer pricing.
Financial Engineer, DST Global Solutions · Askari, 2007–2009. Worked on Askari, an integrated market and credit risk platform used by global banks and funds, across client support, quantitative analysis, model validation and system testing, and led methodology work above the role’s seniority.
Quantitative Analyst, BlackRock Investment Management (Australia), 2007. Found and fixed structural issues in a database of equity financial statements, as part of consolidating the Quantitative Investments team’s research data for its global research system.
Tutor — Quantitative Methods 1, The University of Melbourne · Department of Economics, 2006. Led weekly tutorials in first-year statistics, econometrics and financial mathematics, teaching students to work in Excel and EViews.
Research Assistant, The University of Melbourne · Department of Finance, 2006–2007. Collected and checked data from several financial databases, built the research datasets and carried out modelling for empirical projects on share repurchases and capital reconstructions.
Education
Bachelor of Commerce (Finance, Honours), University of Melbourne, 2001–2005
Diploma in Arts (Philosophy), University of Melbourne, 2003–2004
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