Credit Risk Modeller

Credit Risk Modeller with BH-158079 | Ethos BC Job Search Accounting, Audit & Finance Credit Risk Modeller Location: Sydney
Salary: $100000 - $150000 per annum
Job Type: Permanent
Ref: BH-158079
Contact: Eugena Gong
Posted: almost 4 years ago
The Role:
My client, a Tier-1 Australian Bank is looking for a Credit Risk Modeller to build and enhance existing capabilities through research into new methodologies. With your eye for detail and proven design skills, you'll provide detailed analysis, designing and data modelling within their development test and production environments.
Your Duties: Develop credit risk models (PD, LGD, EAD) for both the Retail and Corporate portfolios Retrieve and manage large data sets obtained from various systems / sources, perform detailed analysis of sensitive data Provide recommendations to internal customers to assist them in achieving portfolio optimisation setting and credit risk management objectives Ensure that all modelling processes, decisions and outcomes are appropriately documented Identify new opportunities to enhance existing credit decisioning and risk management processes Provide support to the Project team on the recalibration of IRB credit risk models for Basel III requirements Any other Benefits? Join a vibrant a resourceful team that encourages new perspectives and collaboration Continuous recognition to award performance excellence Backed by top class training supports towards industry-recognised qualifications Work flexibility The Requirements: At least 2 years of experience performing a similar role with exposure to SAS, Python, SQL, Java, R, Matlab systems Strong analytical skills and attention to detail Clear communication skills Tertiary qualifications in quantitative discipline such as Mathematics, Statistics, Actuarial / Information Sciences or equivalent employment background A genuine driver and high achiever, with the initiative to outperform and deliver quality outcomes in a fluid environment For further information on this role or to confidentially apply, please contact Eugena Gong on 02 8227 9200 / or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.
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