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Job Details

Location
New South Wales
Salary
$120000 - $150000 per annum
Job Type
Permanent
Ref
BH-157861
Contact
Eugena Gong
Posted
about 1 month ago
Role Purpose
 
A new team is being created in the centralised Risk Analytics Business Unit, to support the Credit Risk Modelling for a Tier-1 Consumer Bank and all its affilicated brands.

 
Major Accountabilities / Responsibilities
  • Working as a team, responsible for the assessment, development and/or recalibration of IRB credit risk models (PD, LGD, EAD) across the Group
  • Develop the predictive models in the context of Basel III
  • Navigate through various platforms, source and extract data for analysis and quality checks, to ensure data is suitable and robust for modelling purposes.
  • Ensure that all modelling processes, decisions and outcomes are appropriately documented
  • Effectively communicate and collaborate with the broader Basel III project and business stakeholders
  • Back up the BAU team for their deliverables
 
Knowledge and Experience
  • Minimum 3 years’ experience in credit risk modelling
  • SAS programming skills (experience in other statistical programming languages such as R & Python are also considered)
  • Tertiary qualifications in quantitative discipline such as Mathematics, Statistics, Actuarial / Information Sciences or equivalent employment background
  • Experience in handling large complex datasets, data manipulation and analysis
  • A genuine driver and high achiever, with the initiative to outperform and deliver quality outcomes in a fluid enviornment 
  • Effective communicative and stakeholder management skills
  • Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous


For further information on this role or to confidentially apply, please c
ontact Eugena Gong on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.