Credit Risk Modeller

Credit Risk Modeller with BH-158079 | Ethos BC Job Search Accounting, Audit & FinanceCredit Risk ModellerLocation: 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 portfoliosRetrieve and manage large data sets obtained from various systems / sources, perform detailed analysis of sensitive dataProvide recommendations to internal customers to assist them in achieving portfolio optimisation setting and credit risk management objectivesEnsure that all modelling processes, decisions and outcomes are appropriately documentedIdentify new opportunities to enhance existing credit decisioning and risk management processesProvide support to the Project team on the recalibration of IRB credit risk models for Basel III requirementsAny other Benefits? Join a vibrant a resourceful team that encourages new perspectives and collaborationContinuous recognition to award performance excellenceBacked by top class training supports towards industry-recognised qualificationsWork flexibilityThe Requirements: At least 2 years of experience performing a similar role with exposure to SAS, Python, SQL, Java, R, Matlab systemsStrong analytical skills and attention to detailClear communication skillsTertiary qualifications in quantitative discipline such as Mathematics, Statistics, Actuarial / Information Sciences or equivalent employment backgroundA genuine driver and high achiever, with the initiative to outperform and deliver quality outcomes in a fluid environmentFor 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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