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AAP
Peter Bodkin, Luke Costin and Samantha Lock

Man yet to be found after woman killed in elite school

The death of a woman, whose body was found in a Sydney school, is being treated as suspicious. (Bianca De Marchi/AAP PHOTOS)

A man wanted in connection with the death of a young woman found dead in the gymnasium at a Sydney private school remains at large.

Police on Thursday were looking for a male employee from St Andrew's Cathedral School after the body of the female staff member in her early 20s was discovered with serious head injuries inside the gym toilets just before midnight on Wednesday.

She has been identified as Lilie James, a 21-year-old water polo coach at the school.

Emergency services were called to St Andrew's after Ms James' family contacted police when she failed to return to her Kogarah Bay home in Sydney's south.

Superintendent Martin Fileman said officers were presented with a "confronting" scene when they arrived at the school due to the severity of her injuries.

A crime scene was also established near a coastal reserve at Vaucluse, in the eastern suburbs, where investigators found items linked to the killing.

Police want to speak to 24-year-old Paul Thijssen in relation to the incident.

Mr Thijssen graduated from the school in 2017 and worked there as an assistant sports coach, according to his Linkedin profile.

Police helicopters and boats patrolled the coastline off South Head on Thursday and Supt Fileman said detectives had been looking into the possibility the man had taken his own life.

The search was suspended after Thijssen was unable to be located but will resume on Friday.

The pair knew each other but investigators were still working to establish the nature of their relationship, Supt Fileman told reporters.

A post-mortem examination will be conducted to establish the cause of death.

Vaucluse Reserve
After the death of a woman at a Sydney school a second crime scene was set up at a Vaucluse reserve.

Detectives are talking to witnesses and also combing CCTV from the school to piece together what led to the killing.

Supt Fileman said the circumstances of the death would also be confronting for students as it involved school staff.

"We're currently working in with the school to ensure the welfare of the students and they have measures in place to make sure those students are taken care of," he said.

Flowers were laid outside the school, which will be closed to students until next week except for those sitting year 12 exams.

St Andrew's Cathedral in Sydney's CBD was set to hold an evening service of prayers for the school's staff, students and families.

"An area of the school, not accessible to students, is a crime zone, and we await the approval of police before bringing everyone back on site," a school spokesperson said.

"The only students onsite are those sitting exams, and we ask that the media does not seek to interrupt their concentration or state of mind as they sit exams that are significant for their graduation."

Police and the school did not believe there was any ongoing threat to students or the wider public after the attack.

School counsellors will be on site for parents and students as required.

Lifeline 13 11 14

beyondblue 1300 22 4636

1800 RESPECT (1800 737 732)

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